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st: Volatility Clustering

From   Niyum Gandhi <[email protected]>
To   [email protected]
Subject   st: Volatility Clustering
Date   Wed, 20 Jul 2005 21:33:35 -0400

Is there a way to test for volatility clustering in Stata 8 (a McLeod and Li
Q-test, or something to that effect)?  Thanks!

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