| From | Niyum Gandhi <[email protected]> |
| To | [email protected] |
| Subject | st: Volatility Clustering |
| Date | Wed, 20 Jul 2005 21:33:35 -0400 |
Is there a way to test for volatility clustering in Stata 8 (a McLeod and Li Q-test, or something to that effect)? Thanks! * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
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