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:
XLSX
m
m
m
m
Publication Year:
2022
T. N. Nguyen
;
Minh-Ngoc Tran
;
Robert Kohn
Recurrent conditional heteroskedasticity (replication data)
We propose a new class of financial volatility models, called the REcurrent Conditional Heteroskedastic (RECH) models, to improve both in-sample analysis and out-of-sample...
DOI:10.15456/jae.2022327.072432
TXT
m
CSV
XLSX
