Appendix3_parameter_est.ps
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)
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Metadata
| Field | Value |
|---|---|
| Format | application/postscript |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/291c6df6-ed39-4f11-9736-78690ec7a771/resource/e3e50cab-05e4-41af-a983-6a7fdf14805c/download/appendix3_parameter_est.ps |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
