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Hi I wanna ask. why does autocorrelation in estimated residuals at time t disappear when run in eviews but once the residuals are squared, it
Hi I wanna ask. why does autocorrelation in estimated residuals at time t disappear when run in eviews but once the residuals are squared, it does not ?
what are conditional heteroskedasticity? is volatility clustering one of them? what about arch effects??
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