readme.gkwz.txt
Creators:
Liudas Giraitis
;
George Kapetanios
;
Anne Wetherilt
;
Filip Žikeš
From the dataset abstract
We propose a novel methodology for dynamic econometric modelling of large financial networks subject to persistence, structural changes and sparsity. We estimate bivariate dynamic...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/7cbfd557-f889-45d3-9a84-a0a6e2bf7b5f/resource/a0239b15-495c-4e74-a26b-6d3a1a7b0701/download/readme.gkwz.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
