bpch.dat
Creators:
Shi-Miin Liu
;
B. Wade Brorsen
From the dataset abstract
Maximum likelihood is used to estimate a generalized autoregressive conditional heteroskedastic (GARCH) process where the residuals have a conditional stable distribution (GARCH-stable)....
Source: Maximum likelihood estimation of a GARCH-stable model (replication data)
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Metadata
Field | Value |
---|---|
Format | dat |
License | CC-BY 4.0 |
URL | https://jda-test.zbw.eu/dataset/a1af3f3b-678a-43b1-846f-2b967d7e77ca/resource/ca8d9c20-50e5-4229-b543-259660389728/download/bpch.dat |
Last updated | November 4, 2022 |
Created | November 4, 2022 |