readme.ck.txt
Creators:
Christian Conrad
;
Onno Kleen
From the dataset abstract
We examine the properties and forecast performance of multiplicative volatility specifications that belong to the class of generalized autoregressive conditional...
Metadata
Field | Value |
---|---|
Format | text/plain |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/da9453e9-d70c-4f5e-a51f-c7445fa398ed/resource/22cacdb0-27ad-4121-9c9b-4e1441b4ca71/download/readme.ck.txt |
Last updated | November 23, 2022 |
Created | November 23, 2022 |