Usdyen.txt
Creators:
Roman Liesenfeld
;
Robert C. Jung
From the dataset abstract
Most of the empirical applications of the stochastic volatility (SV) model are based on the assumption that the conditional distribution of returns, given the latent volatility process,...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/6061e86f-52a6-4b34-8266-9aacf962413f/resource/19875cc8-0dc2-454d-822f-7c2beeddc078/download/usdyen.txt |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
