Journal of Applied Econometrics Data Archive

Forsberg, L. and T. Bollerslev, "Bridging the Gap Between the Distribution of Realized (ECU) Volatility and ARCH modeling (of the EURU): The GARCH-NIG model", Journal of Applied Econometrics, Vol. 17, No. 5, 2002, pp. 535-548.

• Readme file
• fb-data.zip

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