[R] Testing volatility cluster (heteroscedasticity) in stock return?

R. Michael Weylandt michael.weylandt at gmail.com
Sun Oct 7 22:19:36 CEST 2012


On Sun, Oct 7, 2012 at 7:59 PM, Eko andryanto Prakasa
<eko.prakasa at yahoo.com> wrote:
> Hi Michael,
>
> I'm sorry for the mistake..
> i don't know if it's not permitted to sent the same message to both (r-help and r-sig)....
> Thank's a lot for the information...
>
> Eko
>

No worries, it's a common enough first mistake. In the future, this
(and most of your previous postings) is definitely a
"finance-specific" question, so it should go there only.

Cheers,
Michael




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