commit Bollerslev and Ghysels(JBES 1996) dataset to repo instead of downloading

s-broda / ARCHModels.jl

A Julia package for estimating ARMA-GARCH models.

https://juliaeconometrics.wordpress.com/

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commit Bollerslev and Ghysels(JBES 1996) dataset to repo instead of downloading #90

Closed chm-von-tla closed 3 years ago

chm-von-tla commented 3 years ago

When a package depends on ARCHModels.jl and Continuous Integration is used, failure to build ARCHModels.jl is a frequent source of errors. This happens because downloading the aforementioned dataset is not dependable and often fails with the following msg: "ERROR: LoadError: Recv failure: Connection reset by peer while requesting http://..."

For example check this CI run and this

s-broda commented 3 years ago

Thanks!