ger.txt
Creators:
Kai-Li Wang
;
Christopher Fawson
;
Christopher B. Barrett
;
James B. McDonald
From the dataset abstract
Many asset prices, including exchange rates, exhibit periods of stability punctuated by infrequent, substantial, often one-sided adjustments. Statistically, this generates empirical...
Source: A flexible parametric GARCH model with an application to exchange rates (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/291c6df6-ed39-4f11-9736-78690ec7a771/resource/6f6332b8-672f-476e-8492-dc2a6fbbb1f3/download/ger.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
