lwydata.dat
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)
There are no views created for this resource yet.
Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/169dd5bc-f1d6-441f-868d-2e02a180b7dd/resource/bee8243c-0654-48ad-8548-fa00acb61b41/download/lwydata.dat |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
