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metadata language: English

ARCH Models

Version
v0
Resource Type
Dataset : survey data
Creator
  • Bollerslef, T.
  • Engle, R.F.
  • Nelson, D.B.
Other Title
  • Archival Version (Subtitle)
Publication Date
1996-01-03
Language
English
Description
  • Abstract

    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.
  • Table of Contents

    Datasets:

    • DS1: Dataset
Collection Mode
  • 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.

Availability
Delivery
This version of the study is no longer available on the web. If you need to acquire this version of the data, you have to contact ICPSR User Support (help@icpsr.umich.edu).
Alternative Identifiers
  • 1095 (Type: ICPSR Study Number)
Relations
  • Is previous version of
    DOI: 10.3886/ICPSR01095.v1
Publications
  • (author unknown). ARCH models. The Handbook of Econometrics.Amsterdam: Elsevier. 1994.

Update Metadata: 2015-08-05 | Issue Number: 6 | Registration Date: 2015-06-15

Bollerslef, T.; Engle, R.F.; Nelson, D.B. (1996): ARCH Models. Archival Version. Version: v0. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/ICPSR01095