应用极值理论，通过极值指数估计量，提出了一种可行的对异方差的检验方法。
One kind of heteroscedasticity testing method was proposed through extreme value theory and extreme value index estimator.
文章介绍了异方差模型，研究和分析了异方差的检验和利用加权最小二乘法消除异方差对模型的影响。
They are all used with the hypothesis of homoscedasticity. Heteroscedasticity will danger accuracy of the model. This thesis introduces heteroscedasticity to the reader.
通过对上证指数的统计分析表明，上证指数的收益率分布表现出非正态性，并存在自回归条件异方差的特征。
According to statistical analysis on Shanghai stock index, the distribution of the rate of return is non-positive skewed, and there exists an autoregressive heteroskedasticity in the rate of return.
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