realData_14541.mat
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 | mat |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/9c885670-7253-4c99-9b6e-1792137f668f/resource/baa2d6fb-0b02-4438-8732-b59236b51094/download/realdata_14541.mat |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
