INT_CAPM_Prono2013.txt
Creators:
Todd Prono
From the dataset abstract
A new estimator is proposed for linear triangular systems, where identification results from the model errors following a bivariate and diagonal GARCH(1,1) process with potentially...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/8908bdfe-a3fb-4331-a2ce-8a1667bdfcb2/resource/f847de5f-cfc3-450a-a4d3-c72a57a637fa/download/int_capm_prono2013.txt |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
