ICPSR

Find & Analyze Data

ARCH Models (ICPSR 1095)

Published: Jan 3, 1996

Cite this Study |

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

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

Version V1

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

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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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

1996-01-03

Version Date

1996-01-03

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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