d_ret_oc.csv
Creators:
Sébastien Laurent
;
Jeroen V.K. Rombouts
;
Francesco Violante
From the dataset abstract
This paper addresses the question of the selection of multivariate generalized autoregressive conditional heteroskedastic (GARCH) models in terms of variance matrix forecasting accuracy,...
Source: On the forecasting accuracy of multivariate GARCH models (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/d4d3dd30-d76a-45b6-9d0a-6a190d0d1728/resource/0f0f6940-4019-4dee-8b58-278d2c36d34d/download/d_ret_oc.csv |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
