readme.jmy.txt
Creators:
Xin Jin
;
John M. Maheu
;
Qiao Yang
From the dataset abstract
This paper introduces a new factor structure suitable for modeling large realized covariance matrices with full likelihood-based estimation. Parametric and nonparametric versions are...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/41a13601-b13d-4d37-b78e-e29ac2220a86/resource/c30c2193-a1cc-4959-b346-4691388fcb4f/download/readme.jmy.txt |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
