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Both are subjected to the same model. With the first approach i try to constitute the BEKK model by estimating the system which was quoted. So it's more prudent to follow the second method?

Hello Everybody. I am trying to run this model in eviews in order to calculate the dynamic hedging ratio by calculating the conditional covariance and variance. I run it with two different ways: 1) Solve the system of the following equations: x = c(1) + c(2)*x(-1) + c(3)*y(-1) y = c(4) + c(5)*y(-1) ...