Skip to content
Log in
Home
Datasets
Search Datasets
datasets
journals
info
1 dataset found
Newest
Oldest
Relevance
Popular
Name Ascending
Name Descending
Last Modified
Go
Formats:
TXT
g
gau
Ronald Mahieu
;
Peter C. Schotman
An empirical application of stochastic volatility models (replication data)
This paper studies the empirical performance of stochastic volatility models for twenty years of weekly exchange rate data for four major currencies. We concentrate on the...
DOI:10.15456/jae.2022314.0705006825
TXT
dat
gau
g
asc
