watanabe.data
Creators:
Toshiaki Watanabe
From the dataset abstract
This paper develops a new model for the analysis of stochastic volatility (SV) models. Since volatility is a latent variable in SV models, it is difficult to evaluate the exact...
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Metadata
| Field | Value |
|---|---|
| Format | data |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/e2a90b27-fc73-4f07-bace-5d593e054d7a/resource/c4c32d0f-d92b-4f9f-9379-e8e127d77ce2/download/watanabe.data |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
