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- Thu Apr 24, 2014 1:42 pm
- Forum: Econometric Discussions
- Topic: Econometric Project help!
- Replies: 0
- Views: 2019
Econometric Project help!
Hi there guys, I'm currently doing a project for my undergraduate studies to test for seasonality patterns in stock market data. Right now I've got about 4 decades worth of monthly returns data of the hang seng index from 1970 to 2014 and im using the OLS first then the ARCH model to test for any si...