readme.jmy.txt
Creators:
Xin Jin
;
John M. Maheu
;
Qiao Yang
From the dataset abstract
This paper introduces a new factor structure suitable for modeling large realized covariance matrices with full likelihood-based estimation. Parametric and nonparametric versions are...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/bc784728-c822-4ef2-8fb9-0931303063bd/resource/afb8fa51-0dac-4de4-b9dc-fdf8a2d02745/download/readme.jmy.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
