readme.fm.txt
Creators:
Fabio Fornari
;
Antonio Mele
From the dataset abstract
This paper develops two conditionally heteroscedastic models which allow an asymmetric reaction of the conditional volatility to the arrival of news. Such a reaction is induced by both...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/aaf678f8-36d8-4040-8a58-15fcf9bb08c2/resource/b83163a1-aff1-41fa-9907-958fe5ac6ac7/download/readme.fm.txt |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
