readme.pd.txt
Creators:
Prosper Dovonon
From the dataset abstract
Conditional heteroskedasticity, skewness and leverage effects are well-known features of financial returns. The literature on factor models has often made assumptions that preclude the...
Source: CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/c5bba626-c65d-408e-bf27-93c995910657/resource/729f4f1e-573d-425c-b9ee-acff95e9319a/download/readme.pd.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
