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- Tue Jun 22, 2010 11:37 pm
- Forum: Econometric Discussions
- Topic: Autocorrelation in standardized residuals with GARCH
- Replies: 0
- Views: 3630
Autocorrelation in standardized residuals with GARCH
Hello, i am having a little bit of trouble with my econometrics homework at the moment. I have data for the returns of the Dow Jones, which are without serial correlation when i check the residuals of a standard regression on a constant c. But after testing for ARCH-effects and fitting an appropriat...