rvdw.data
Creators:
Roy van der Weide
From the dataset abstract
Multivariate GARCH specifications are typically determined by means of practical considerations such as the ease of estimation, which often results in a serious loss of generality. A new...
Source: GO-GARCH: a multivariate generalized orthogonal GARCH model (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | data |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/6dc8539d-f297-4be4-8b51-16a053847164/resource/e5638dad-f83c-41a8-aea2-e18435c3131a/download/rvdw.data |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
