FF-data-2.xlsx
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 | application/vnd.openxmlformats-officedocument.spreadsheetml.sheet |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/9c885670-7253-4c99-9b6e-1792137f668f/resource/de95283f-08ab-4a47-a1d0-7449b3ab8fe1/download/ff-data-2.xlsx |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
