NACD.dat
Creators:
Yi-Ting Chen
From the dataset abstract
In this paper, we propose a unified approach to generating standardized-residuals-based correlation tests for checking GARCH-type models. This approach is valid in the presence of...
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/58fcfe26-3966-4dc6-91b2-6c776c3d417a/resource/8473b721-fff4-4f02-85cb-c678a8117f65/download/nacd.dat |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
