Try to apply a rectangular signal with a very fast rise-time (20GHz) to see the oscillation. 

Keep in mind that the relaxation oscillation frequency is bias dependent. That is, if you apply a higher DC bias to the diode, you will be able to modulate it faster. The "standard" measurement consists of measuring a small-signal frequency response of the laser, which will typically have a peak at the RO frequency but even if it does not, will give you the 3 dB modulation frequency, which is apparently what you want to know. It is done by biasing the diode with DC and small amplitude AC bias, through a bias T, and then sweeping the frequency of the AC, while measuring the amplitude of the photodiode response. Yes, the photodiode will need to be as fast as your laser is but, for VCSELs, that is not necessarily very fast, depends on what type of VCSEL.

Dear Kristian and Dmitri, thanks for greats comments,

referring to Dmitri comments, I used VCSEL 850nm, Oxidation process and what I have in the lab is photo receiver with 1 GHz

Could you advice please

Well, 850 nm VCSELs are routinely used for 10 Gb/s communications, and in some laboratory experiments much faster than that. So you might not be able to get very far with your 1 GHz photoreceiver. Ideally, as Kristian said, you need a > 20 GHz detector, plus either a network analyzer, or a combination of swept frequency generator and spectrum analyzer that are capable of measuring to 20 GHz, quite an expensive set of equipment. If all you need to do is to make sure 1 GHz is not too fast for your VCSEL, then connect your photoreceiver to the oscilloscope, apply some low frequency modulation to your VCSEL, and watch the amplitude of the response. Then, keep increasing the frequency and watch if the amplitude of the response decreases. If it does not, you are fine, although you will not know what the RO or 3 dB frequencies are.

There is an excellent book, called "Fiber Optic Test and measurement", edited by Dennis Derickson.

http://www.amazon.com/Fiber-Optic-Measurement-Dennis-Derickson/dp/0135343305

Do not be mislead by a title, it describes in great details a lot of various measurement techniques in all sorts of optoelectronic devices, large and small signal modulation response among them.

Just to add to Kristian and Dmitri, you can also extract the resonance frequency (same as relaxation oscillation frequency) from RIN (relative intensity noise) spectrum.

Thanks All, Dear Gleb Shtengel,

Are there any paper has addressed that, (OR frequency measurement from the RIN )