20 November 2020 3 5K Report

I’m trying to model volatility spillovers using GARCH-BEKK MODEL in eviews. The aim is to model volatility spillover on both stock returns and bond returns. I was wondering if anyone could help explain to me how to go about this or if you could suggest some resources I can use to better understand GARCH-BEKK MODEL and its interpretation using eviews?

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