Back-testing results following sGARCH(1,1) and GJR-GARCH(1,1) models with skewed student’s-t errors.
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https://figshare.com/articles/dataset/Back-testing_results_following_sGARCH_1_1_and_GJR-GARCH_1_1_models_with_skewed_student_s-_i_t_i_errors_/6653750
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资源简介：
Back-testing results following sGARCH(1,1) and GJR-GARCH(1,1) models with skewed student’s-t errors.
创建时间：
2018-06-22
