如题,就是MFE包中bekk函数function [parameters, ll, Ht, VCV, scores] = bekk(data,dataAsym,p,o,q,type,startingVals,options)
中的data是原始数据么?根据作者解释是
DATA - A T by K matrix of zero mean residuals -OR-
K by K by T array of covariance estimators (e.g. realized covariance)
请问有人知道么?