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metadata language: English

ARCH Models

Version
v1
Resource Type
Dataset : survey data
Creator
  • Bollerslef, T.
  • Engle, R.F.
  • Nelson, D.B.
Other Title
  • Version 1 (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
Download
This study is freely available to the general public via web download.
Alternative Identifiers
  • 1095 (Type: ICPSR Study Number)
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. Version 1. Version: v1. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/ICPSR01095.v1