Search found 1 match
- Fri Mar 28, 2014 5:04 am
- Forum: Econometric Discussions
- Topic: Volatility Spillover interpretation
- Replies: 0
- Views: 1928
Volatility Spillover interpretation
I am interested in applying the volatility spillover analysis between the stock markets of China, England, India and US through eviews. I have understood that the BEKK model is the best suited for my study. I have applied the model and the results are as under. Can someone please help me in interpre...