readme.lb.txt
Creators:
Shi-Miin Liu
;
B. Wade Brorsen
From the dataset abstract
Maximum likelihood is used to estimate a generalized autoregressive conditional heteroskedastic (GARCH) process where the residuals have a conditional stable distribution (GARCH-stable)....
Source: Maximum likelihood estimation of a GARCH-stable model (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/61e41e52-37c8-4702-9567-154306a58c31/resource/dd1425a5-b026-4f49-97dc-83368700414a/download/readme.lb.txt |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
