readme.lm.txt
Creators:
Jia Liu
;
John M. Maheu
From the dataset abstract
This paper proposes a class of models that jointly model returns and ex post variance measures under a Markov switching framework. Both univariate and multivariate return versions of the...
Source: Improving Markov switching models using realized variance (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/18e31184-88b2-4b64-870c-29d301a7c07b/resource/8815ec31-35bc-495f-bc4e-a6826d4f635a/download/readme.lm.txt |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
