ARCH Models (ICPSR 1095)

Version Date: Jan 3, 1996 View help for published

Principal Investigator(s): View help for Principal Investigator(s)
T. Bollerslef; R.F. Engle; D.B. Nelson

https://doi.org/10.3886/ICPSR01095.v1

Version V1

These data and/or computer programs are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the INVESTIGATOR(S) if further information is desired.

Bollerslef, T., Engle, R.F., and Nelson, D.B. ARCH Models. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 1996-01-03. https://doi.org/10.3886/ICPSR01095.v1

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Inter-university Consortium for Political and Social Research

The authors indicate that NSF waived the requirement that they provide the data, since the data did not belong to them. The data are available from: Professor G. William Schwert, William E. Simon Graduate School of Business Administration, University of Rochester, Rochester, New York 14627.

1996-01-03

2018-02-15 The citation of this study may have changed due to the new version control system that has been implemented. The previous citation was:
  • Bollerslef, T., R.F. Engle, and D.B. Nelson. ARCH Models. ICPSR01095-v1. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 1996-01-03. http://doi.org/10.3886/ICPSR01095.v1

Notes

  • These data are flagged as replication datasets and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.

  • The public-use data files in this collection are available for access by the general public. Access does not require affiliation with an ICPSR member institution.

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