readme.fm.txt
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...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/ecc21c4e-bed6-4ec4-870b-157cb6cc06b3/resource/95637f50-e0ab-4873-9ed3-d216c51a2b7d/download/readme.fm.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
