readme.hhs.txt
Creators:
Peter Reinhard Hansen
;
Zhuo Huang
;
Howard Shek
From the dataset abstract
We introduce a new framework, Realized GARCH, for the joint modeling of returns and realized measures of volatility. A key feature is a measurement equation that relates the realized...
Source: Realized GARCH: a joint model for returns and realized measures of volatility (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/623fd7b5-40c2-41db-8e0e-8e8d3480ca3e/resource/d7cf6fbb-8927-4020-af20-14f38e61fffd/download/readme.hhs.txt |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
