watanabe.data
Creators:
Toshiaki Watanabe
From the dataset abstract
This paper develops a new model for the analysis of stochastic volatility (SV) models. Since volatility is a latent variable in SV models, it is difficult to evaluate the exact...
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Metadata
| Field | Value |
|---|---|
| Format | data |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/08e762e0-cb4f-4587-909f-4512e3fa2bdb/resource/155881c1-5f17-4fea-82ab-47312e6e5248/download/watanabe.data |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
