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
Summary View help for Summary
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.
Citation View help for Citation
Export Citation:
Distributor(s) View help for Distributor(s)
Data Collection Notes View help for Data Collection Notes
-
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.
Original Release Date View help for Original Release Date
1996-01-03
Version History View help for Version History
- 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.