DBEKK

C = ( 0.1873 *** 0 0 ( 0.0313 ) 0.0354 *** 0.1307 *** 0 ( 0.0122 ) ( 0.0129 ) 0.0009 * 0.0070 *** 0.0039 *** ( 0.0005 ) ( 0.0005 ) ( 0.0005 ) )

A = ( 0.0511 0 0 ( 0.0459 ) 0.2778 *** 0 ( 0.0095 ) 0.2377 *** ( 0.0069 ) )

B = ( 0 .9449*** 0 0 ( 0 .0128 ) 0 .9599*** 0 ( 0 .0020 ) 0 .9589*** ( 0 .0014 ) )