SP5D.dat
Creators:
Yi-Ting Chen
From the dataset abstract
In this paper, we propose a unified approach to generating standardized-residuals-based correlation tests for checking GARCH-type models. This approach is valid in the presence of...
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/45a0f050-4d70-4ee3-a575-e63788ab49f3/resource/77d5fe18-be49-496d-8b3f-127b3e932cec/download/sp5d.dat |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
