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://journaldata.zbw.eu/dataset/2f10edec-f161-43ad-8575-7551913c7c9d/resource/ac4ee01c-4c22-4570-9b16-85fbff4b07d4/download/readme.at.txt |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
