g2020: Dataset of Gabauer (2020)

g2020R Documentation

Dataset of Gabauer (2020)

Description

For detailed information see: Gabauer, D. (2020). Volatility impulse response analysis for DCC-GARCH models: The role of volatility transmission mechanisms. Journal of Forecasting, 39(5), 788-796.

Usage

data(g2020)

Format

zoo data.frame


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