data-hmss.csv
Creators:
Roy P. M. M. Hoevenaars
;
Roderick Molenaar
;
Peter C. Schotman
;
T.B.M. Steenkamp
From the dataset abstract
We study the effect of parameter uncertainty on the long-run risk for three asset classes: stocks, bills and bonds. Using a Bayesian vector autoregression with an uninformative prior we...
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/b6685d1d-b1a7-4a89-b9f8-3d6f289e4ce5/resource/b6c7eb3f-7bf7-479f-9b2d-d9ed8a9f2979/download/data-hmss.csv |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
