Replication Data for "Weak Identification of Long Memory with Implications for Volatility Modeling"
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下载链接：
https://doi.org/10.7910/DVN/LZNM8D
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资源简介：
This data and MATLAB code package reproduce the empirical results from the paper titled 'Weak Identification of Long Memory with Implications for Volatility Modeling' by Jia Li, Peter C. B. Phillips, Shuping Shi, and Jun Yu. The ReadMe.txt file contains further details about the data and code.
创建时间：
2024-11-01
