readme.hhj.txt
Creators:
Anson T. Y. Ho
;
Kim P. Huynh
;
David T. Jacho-Chávez
From the dataset abstract
Zimmer (?The role of copulas in the housing crisis?, Review of Economics and Statistics 2012; 94: 607-620) provides an interesting case study of the pitfalls of using parametric copulas...
Source: Flexible Estimation of Copulas: An Application to the US Housing Crisis (replication data)
Metadata
Field | Value |
---|---|
Format | text/plain |
License | CC-BY 4.0 |
URL | https://jda-test.zbw.eu/dataset/c0ea0db6-c4e1-4012-83eb-26281c056b71/resource/088e3b4e-38d8-4f69-8b39-8aa7e38ef2b6/download/readme.hhj.txt |
Last updated | November 8, 2022 |
Created | November 8, 2022 |