readme.lrv.txt
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/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/d4d3dd30-d76a-45b6-9d0a-6a190d0d1728/resource/c648ccb3-d7a9-405d-b962-e6fb5b819cfc/download/readme.lrv.txt |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
