各位大佬,我每个月有多空组合两组收益率数据,想去看这两组收益的波动率的差异,
好像是用到Bartlett's test,请问是吗?在stata中怎么实现这个检验啊?
部分数据如下:
----------------------- copy starting from the next line -----------------------
------------------ copy up to and including the previous line ------------------