DataSVM1.dat
Creators:
Siem Jan Koopman
;
Eugenie Hol Uspensky
From the dataset abstract
In this paper we present an exact maximum likelihood treatment for the estimation of a Stochastic Volatility in Mean (SVM) model based on Monte Carlo simulation methods. The SVM model...
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/d757a387-8aa1-4a97-9d98-c7d7a08b6761/resource/53997ffb-070c-444d-bc3e-3b1d23499c21/download/datasvm1.dat |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
