readme.lwy.txt
Creators:
Geoffrey Loudon
;
Wing H. Watt
;
Pradeep K. Yadav
From the dataset abstract
This paper presents empirical evidence on the effectiveness of eight different parametric ARCH models in describing daily stock returns. Twenty-seven years of UK daily data on a...
Source: An empirical analysis of alternative parametric ARCH models (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/169dd5bc-f1d6-441f-868d-2e02a180b7dd/resource/1d05b7c8-9c91-479d-97d0-c0e35045faa8/download/readme.lwy.txt |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
