Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Publication Year: 1998 Formats: gau Ronald Mahieu ; Peter C. Schotman An empirical application of stochastic volatility models (replication data) This paper studies the empirical performance of stochastic volatility models for twenty years of weekly exchange rate data for four major currencies. We concentrate on the... DOI:10.15456/jae.2022314.0705006825 TXT dat gau g asc
