readme.ck.txt
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)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/11b27747-6fb6-4f19-8ed1-b4134803ca9e/resource/b77c148e-6c96-4317-a4cd-bfbb1571cb04/download/readme.ck.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
