|
PureBytes Links
Trading Reference Links
|
jhmtn wrote:
>David,
>
>My word! Its been many (too many) years since I heard the term
>'heteroskedasticity' ---- buried back there somewhere in that lesson
>I must have slept through in my college statistics class!
>
>It has to do with measuring autocorrelation in a data time series doesn't
>it?
>
>Curious? ........ John
>
John,
A great tutorial on GARCH is at
http://www.mathworks.com/access/helpdesk/help/toolbox/garch/chap1_tu.shtml
Jeff
|