ec7492.dtv
Creators:
Partha Deb
;
Pravin K. Trivedi
;
Panayotis N. Varangis
From the dataset abstract
This paper provides an empirical reconsideration of evidence for excess co-movement of commodity prices within the framework of univariate and multivariate GARCH(1, 1) models. Alternative...
Source: The excess co-movement of commodity prices reconsidered (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | dtv |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/1bd248a1-2db2-4364-a343-60ade5223c4d/resource/6e5968d9-706c-4cf2-ab3f-d3e0e964dd70/download/ec7492.dtv |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
