Log-likelihood values, AIC values, BIC values and differences between empirical and fitted estimates of kurtosis for the GARCH(1, 1) model with the eight innovation distributions fitted to the specified daily log-returns (S&P500, DJI, Diesel, Propane, BTC and LTC).
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下载链接：
https://figshare.com/articles/dataset/Log-likelihood_values_AIC_values_BIC_values_and_differences_between_empirical_and_fitted_estimates_of_kurtosis_for_the_GARCH_1_1_model_with_the_eight_innovation_distributions_fitted_to_the_specified_daily_log-returns_S_P500_DJI_Diesel_Propa/13043718
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资源简介：
Log-likelihood values, AIC values, BIC values and differences between empirical and fitted estimates of kurtosis for the GARCH(1, 1) model with the eight innovation distributions fitted to the specified daily log-returns (S&P500, DJI, Diesel, Propane, BTC and LTC).
创建时间：
2020-10-02
