fm-data.asc
Creators:
Fabio Fornari
;
Antonio Mele
From the dataset abstract
This paper develops two conditionally heteroscedastic models which allow an asymmetric reaction of the conditional volatility to the arrival of news. Such a reaction is induced by both...
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Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/aaf678f8-36d8-4040-8a58-15fcf9bb08c2/resource/4f8e7ac2-c782-41d2-83e0-e66933a3cf71/download/fm-data.asc |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
