@data{jae.2025013.1232487362,
author = {Conrad, Christian and Engle, Robert F},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {mf2garch},
year = {2025},
version = {1},
url = {https://journaldata.zbw.eu/dataset/mf2garch},
keywords = {C53,C58,G12},
doi = "10.15456/jae.2025013.1232487362" 
}