dj.data
Creators:
Pierre Giot
;
Sébastien Laurent
From the dataset abstract
In this paper we model Value-at-Risk (VaR) for daily asset returns using a collection of parametric univariate and multivariate models of the ARCH class based on the skewed Student...
Source: Value-at-risk for long and short trading positions (replication data)
There are no views created for this resource yet.
Metadata
| Field | Value |
|---|---|
| Format | data |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/44f61a84-6bf2-4a3f-8db4-288b02b9a587/resource/de74c1e8-9c5e-421d-9fa2-bf512b1622c9/download/dj.data |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
