readme.at.txt
Creators:
Francesco Audrino
;
Fabio Trojani
From the dataset abstract
We propose a general double tree structured AR-GARCH model for the analysis of global equity index returns. The model extends previous approaches by incorporating (i) several multivariate...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/f6ce8867-6008-4273-8f64-4ae33bee55bf/resource/2203db8d-9238-4021-b067-d226c1209ad5/download/readme.at.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
