readme.dfl.txt
Creators:
Dick van Dijk
;
Philip Hans Franses
;
Andre Lucas
From the dataset abstract
In this paper we investigate the properties of the Lagrange Multiplier [LM] test for autoregressive conditional heteroscedasticity (ARCH) and generalized ARCH (GARCH) in the presence of...
Source: Testing for ARCH in the presence of additive outliers (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/c4a4ceb8-90da-4659-b48b-d3d25746f637/resource/aa6fc0fd-cd73-4a1a-b698-c92df64e0632/download/readme.dfl.txt |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
