CUE_CAPM_Prono2013.txt
Creators:
Todd Prono
From the dataset abstract
A new estimator is proposed for linear triangular systems, where identification results from the model errors following a bivariate and diagonal GARCH(1,1) process with potentially...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/8cf8ed36-25de-45fd-a3ee-d3b0bcc062ad/resource/66f660cb-78af-451c-96e1-22c4312b735f/download/cue_capm_prono2013.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
