holtot.prn
Creators:
Kees Koedijk
;
Philip A. Stork
;
Casper G. de Vries
From the dataset abstract
The discrete time analogue of the continuous time Krugman target zone model is developed in order to capture the typical volatility clusters and fat-tailed distributed innovations of...
Source: An EMS target zone model in discrete time (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | prn |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/0d7403e0-a8d4-4b85-acf7-74a081083cf4/resource/8e29047a-27dd-496f-a575-0c9ae02f5801/download/holtot.prn |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
