fm-data.asc
Creators:
Fabio Fornari
;
Antonio Mele
From the dataset abstract
This paper develops two conditionally heteroscedastic models which allow an asymmetric reaction of the conditional volatility to the arrival of news. Such a reaction is induced by both...
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Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/ecc21c4e-bed6-4ec4-870b-157cb6cc06b3/resource/f639e5eb-7a88-4792-931c-570c0dea4164/download/fm-data.asc |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
