jych.dat
Creators:
Shi-Miin Liu
;
B. Wade Brorsen
From the dataset abstract
Maximum likelihood is used to estimate a generalized autoregressive conditional heteroskedastic (GARCH) process where the residuals have a conditional stable distribution (GARCH-stable)....
Source: Maximum likelihood estimation of a GARCH-stable model (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/61e41e52-37c8-4702-9567-154306a58c31/resource/2e66e4c2-b763-4c0c-88aa-97b80d16d2e4/download/jych.dat |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
