Possible Duplicate:
Heteroscedastic test does not solve the problem
I have two list with around 700 daily prices(each) I would use a garch (1,1) model and check if the variance is constant during all the period, how could I do?
Thanks
Possible Duplicate:
Heteroscedastic test does not solve the problem
I have two list with around 700 daily prices(each) I would use a garch (1,1) model and check if the variance is constant during all the period, how could I do?
Thanks