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://jda-test.zbw.eu/dataset/11b27747-6fb6-4f19-8ed1-b4134803ca9e/resource/f4a92cbe-6c41-4a4a-9700-556d925fd75a/download/nycd.dat |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
