Focus on the monthly log returns of ibm and hpq stocks from


Focus on the monthly log returns of IBM and HPQ stocks from January 1962 to December 2003.

Fit a DVEC(1,1) model to the bivariate return series. Is the model adequate? Plot the fitted volatility series and the time-varying correlations.

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Finance Basics: Focus on the monthly log returns of ibm and hpq stocks from
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