rvdw.data
Creators:
Roy van der Weide
From the dataset abstract
Multivariate GARCH specifications are typically determined by means of practical considerations such as the ease of estimation, which often results in a serious loss of generality. A new...
Source: GO-GARCH: a multivariate generalized orthogonal GARCH model (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | data |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/9034ed51-cbc8-4a77-b59f-19c3f1a1a3ef/resource/28fad5ec-faaa-4c25-a3a8-1756edff6a2f/download/rvdw.data |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
