mark.dat
Creators:
Jonathan H. Wright
From the dataset abstract
It is now well established that the volatility of asset returns is time varying and highly persistent. One leading model that is used to represent these features of the data is the...
Source: Testing for a unit root in the volatility of asset returns (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/514b71ea-f5d5-4293-8541-2530471e52df/resource/0192a252-4b75-4fc2-9385-526c088e98ba/download/mark.dat |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
