Table 1 Test of multivariate ARCH effect and serial correlation of DCC and BEKK
From: Modeling inflation rates and exchange rates in Ghana: application of multivariate GARCH models
| Â | DCC | BEKK |
|---|---|---|
Lag | 10 | 10 |
D.F | 360 | 360 |
Stats | 291.6 | 303.07 |
P-value | 0.99659 | 0.98679 |