p-values of Diebold and Mariano 75’s test comparing mean squared errors of the 101th day forecast for rolling windows of length 100 days for the GARCH(1, 1) with (14) versus the same for the seven models.
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https://figshare.com/articles/dataset/_i_p_i_-values_of_Diebold_and_Mariano_75_s_test_comparing_mean_squared_errors_of_the_101th_day_forecast_for_rolling_windows_of_length_100_days_for_the_GARCH_1_1_with_14_versus_the_same_for_the_seven_models_/13043727
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p-values of Diebold and Mariano 75’s test comparing mean squared errors of the 101th day forecast for rolling windows of length 100 days for the GARCH(1, 1) with (14) versus the same for the seven models.
创建时间：
2020-10-02
