FFdata.txt
Creators:
Peter Reinhard Hansen
;
Asger Lunde
;
Valeri Voev
From the dataset abstract
We introduce a multivariate generalized autoregressive conditional heteroskedasticity (GARCH) model that incorporates realized measures of variances and covariances. Realized measures...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/04e83816-ed99-454c-bfe0-229b6cd761c7/resource/20eed60b-bf06-4ea3-9088-0c72568d9470/download/ffdata.txt |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
