[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...
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.
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