Reaction Trading System based on GARCH Estimates

Published: 6 December 2023| Version 1 | DOI: 10.17632/2mppch8zc9.1
Contributors:
Jose Augusto Fiorucci, Flavio Barboza, Geraldo Nunes Silva

Description

This is a code for running a GARCH estimation on financial assets.

Files not available for this dataset

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Steps to reproduce

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Institutions

  • Universidade de Brasilia
  • Universidade Estadual Paulista Julio de Mesquita Filho Instituto de Biociencias Letras e Ciencias Exatas Campus de Sao Jose do Rio Preto
  • Universidade Federal de Uberlandia

Categories

Statistics, Finance, Investment

Related Links

Software
https://doi.org/10.24433/CO.3679020.v2
is source of this dataset

Licence