readme.ag.txt
Creators:
Elena Andreou
;
Eric Ghysels
From the dataset abstract
The paper evaluates the performance of several recently proposed tests for structural breaks in the conditional variance dynamics of asset returns. The tests apply to the class of ARCH...
Source: Detecting multiple breaks in financial market volatility dynamics (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/9927517c-0ac2-4b1f-be28-ab0c52cc31b5/resource/da9d104c-b862-4cd2-b559-62c83db2e2d9/download/readme.ag.txt |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
