lwydata.dat
Creators:
Geoffrey Loudon
;
Wing H. Watt
;
Pradeep K. Yadav
From the dataset abstract
This paper presents empirical evidence on the effectiveness of eight different parametric ARCH models in describing daily stock returns. Twenty-seven years of UK daily data on a...
Source: An empirical analysis of alternative parametric ARCH models (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/6d54c8c9-a572-47a1-ac7b-90e0afcd4281/resource/167f6fb6-50ac-4d55-8c8e-e6ce33fb7691/download/lwydata.dat |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
