volatility
Posted: Fri Sep 04, 2009 6:49 am
dear members
i read one article about EMH he wrot he used the returns,volatility,residual,and squared residual to test EMH using L-B statistics,BDS test and unit root test. idident understand what he mant by volatility series.if anybody know please help with example.regards
hg
i read one article about EMH he wrot he used the returns,volatility,residual,and squared residual to test EMH using L-B statistics,BDS test and unit root test. idident understand what he mant by volatility series.if anybody know please help with example.regards
hg