readme.ck.txt
Creators:
Yi-Ting Chen
;
Chung-Ming Kuan
From the dataset abstract
In this paper we suggest using a modified version of the time reversibility (TR) test of Chen, Chou and Kuan (2000) as a complementary diagnostic test for time series models. The modified...
Source: Time irreversibility and EGARCH effects in US stock index returns (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/72775248-87d8-4dcf-9231-7f0846e6fd66/resource/5aeaaeff-5ccd-450d-b8c6-aa2571a9c09c/download/readme.ck.txt |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
