hlv-progs.zip
Creators:
Peter Reinhard Hansen
;
Asger Lunde
;
Valeri Voev
From the dataset abstract
We introduce a multivariate generalized autoregressive conditional heteroskedasticity (GARCH) model that incorporates realized measures of variances and covariances. Realized measures...
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/9c885670-7253-4c99-9b6e-1792137f668f/resource/a4704428-b73a-422c-97f6-84d9148ca635/download/hlv-progs.zip |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
