readme.rta.txt
Creators:
Tobias Rydén
;
Timo Teräsvirta
;
Stefan Åsbrink
From the dataset abstract
In two recent papers, Granger and Ding (1995a,b) considered long return series that are first differences of logarithmed price series or price indices. They established a set of temporal...
Source: Stylized facts of daily return series and the hidden Markov model (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/0ac0c5fe-8ab3-4f8f-826c-81f9df632005/resource/8461cbee-96d6-4286-b4d9-ab453e805032/download/readme.rta.txt |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
