garch_enyem3.ox
Creators:
Carol Alexander
;
Emese Lazar
From the dataset abstract
Some recent specifications for GARCH error processes explicitly assume a conditional variance that is generated by a mixture of normal components, albeit with some parameter restrictions....
Source: Normal mixture GARCH(1,1): applications to exchange rate modelling (replication data)
There are no views created for this resource yet.
Metadata
| Field | Value |
|---|---|
| Format | ox |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/d05d1004-fcff-4578-a55c-d72d4dfc82b5/resource/fcd60549-042d-49db-93e0-2a2e97b03f65/download/garch_enyem3.ox |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
