readme.rfe.txt
Creators:
Robert F. Engle
From the dataset abstract
In the 20 years following the publication of the ARCH model, there has been a vast quantity of research uncovering the properties of competing volatility models. Wide-ranging applications...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/5701e818-a0c6-43ed-9f46-d8ce3d860630/resource/b6820997-030f-4cd9-b06c-7436a4ca9e95/download/readme.rfe.txt |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
