Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Publication Year: 2022 None: 5 Formats: XLSX T. N. Nguyen ; Minh-Ngoc Tran ; Robert Kohn Recurrent conditional heteroskedasticity (replication data) We propose a new class of financial volatility models, called the REcurrent Conditional Heteroskedastic (RECH) models, to improve both in-sample analysis and out-of-sample... DOI:10.15456/jae.2022327.072432 TXT m CSV XLSX
