readme.hlv.txt
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...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/9c885670-7253-4c99-9b6e-1792137f668f/resource/cfb6abc7-dc0b-438a-8e6b-cceac95778b2/download/readme.hlv.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
