MF2_GARCH_replication.zip
Creators:
Christian Conrad
;
Robert F Engle
Zip file containing all data and code to replicate the paper's results. Please read the instructions in readme_ce.txt
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| Type | data |
| Version | 1 |
| Authors | Conrad, Christian and Engle, Robert F. |
| DOI | |
| Publication Date | 2025 |
| Availability | Download |
| Geographic Area (free) | |
| Temporal Coverage (free) | |
| Unit Type | |
| Number of Units | |
| Sampled Universe | |
| Number of Variables | |
| URL | https://journaldata.zbw.eu/dataset/d0cfdb10-1bde-4577-afcd-a030c5575dcc/resource/e70914af-c79c-451d-8353-0eb4fc434cc2/download/mf2_garch_replication.zip |
| Last updated | January 14, 2025 |
| Created | January 13, 2025 |
