NYCD.dat
Creators:
Yi-Ting Chen
;
Chung-Ming Kuan
From the dataset abstract
In this paper we suggest using a modified version of the time reversibility (TR) test of Chen, Chou and Kuan (2000) as a complementary diagnostic test for time series models. The modified...
Source: Time irreversibility and EGARCH effects in US stock index returns (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/72775248-87d8-4dcf-9231-7f0846e6fd66/resource/4894d642-58c3-4685-b09c-79ed1ea18f6d/download/nycd.dat |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
