DataSVM1.dat
Creators:
Siem Jan Koopman
;
Eugenie Hol Uspensky
From the dataset abstract
In this paper we present an exact maximum likelihood treatment for the estimation of a Stochastic Volatility in Mean (SVM) model based on Monte Carlo simulation methods. The SVM model...
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/106528d3-bf63-4cd2-9bea-f6813f0a87ba/resource/3f51d911-5d46-4663-b051-a6a6b3741656/download/datasvm1.dat |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
