readme.lm.txt
Creators:
Jia Liu
;
John M. Maheu
From the dataset abstract
This paper proposes a class of models that jointly model returns and ex post variance measures under a Markov switching framework. Both univariate and multivariate return versions of the...
Source: Improving Markov switching models using realized variance (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/63287b53-f378-46f4-bb6c-00c25ec17149/resource/0111faf9-2771-4ef5-ba5b-5a1253088154/download/readme.lm.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
