d_ret_oc.csv
Creators:
Sébastien Laurent
;
Jeroen V.K. Rombouts
;
Francesco Violante
From the dataset abstract
This paper addresses the question of the selection of multivariate generalized autoregressive conditional heteroskedastic (GARCH) models in terms of variance matrix forecasting accuracy,...
Source: On the forecasting accuracy of multivariate GARCH models (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/b2a8074f-e189-47d7-a283-e16c98f4e965/resource/34542351-c2cb-4f56-ae29-d93601660770/download/d_ret_oc.csv |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
