@data{jae.2022327.072432, author = {Nguyen, T. N. and Tran, Minh-Ngoc and Kohn, Robert}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {recurrent-conditional-heteroskedasticity}, year = {2022}, version = {1}, url = {https://journaldata.zbw.eu/dataset/recurrent-conditional-heteroskedasticity}, doi = "10.15456/jae.2022327.072432" }