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An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model

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Table 1 summarizes the bias and MSE of the estimates in 500 Monte Carlo runs of all the parameters for series lengths of 500, 1,000, and 1,500 in the three different cases
Table 1.1. Monte Carlo Simulation Results for Varying Sample Sizes of ABDCC(2,2;1,1,1) Model:  Nonpersistent-Nonpersistent Blocks
Table 1.2. Monte Carlo Simulation Results for Varying Sample Sizes of ABDCC(2,2;1,1,1) Model:  Persistent-Nonpersistent Blocks
Table 1.3. Monte Carlo Simulation Results for Varying Sample Sizes of ABDCC(2,2;1,1,1) Model:  Persistent-Persistent Blocks
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