Build a bekk model for the bivariate series - what is the
Focus on the monthly log returns of the S&P composite index and HPQ stock.
Build a BEKK model for the bivariate series.
What is the fitted model? Plot the fitted volatility series and the time-varying correlations.
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focus on the monthly log returns of the sampp composite index and hpq stockbuild a bekk model for the bivariate
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