ARCH-X model

The dataset used in this paper is the ARCH-X model with parameters on the boundary of the parameter space, allowing for non-negativity constraints on some or all of the parameters, as well as time-series dependence.

Data and Resources

Cite this as

Heino Bohn Nielsen, Anders Rahbek (2024). Dataset: ARCH-X model. https://doi.org/10.57702/ohcixns6

DOI retrieved: December 16, 2024

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Created December 16, 2024
Last update December 16, 2024
Defined In https://doi.org/10.48550/arXiv.2302.02867
Author Heino Bohn Nielsen
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Anders Rahbek