ceg-appendix.pdf
Creators:
Fabrizio Cipollini
;
Robert F. Engle
;
Giampiero M. Gallo
From the dataset abstract
Financial time series are often non-negative-valued (volumes, trades, durations, realized volatility, daily range) and exhibit clustering. When joint dynamics is of interest, the vector...
Metadata
| Field | Value |
|---|---|
| Format | application/pdf |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/8eb51afa-c6b7-49f1-a488-cc57ba15ce17/resource/562a3f16-8ff7-43d8-8505-b571cf4db75e/download/ceg-appendix.pdf |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
