spotfutures.txt
Creators:
Lucio Sarno
;
Giorgio Valente
From the dataset abstract
This paper proposes a vector equilibrium correction model of stock returns that exploits the information in the futures market, while allowing for both regime-switching behaviour and...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/c62b45dd-9e26-41c3-b477-28ac2fa513d4/resource/9fdd676f-4e5c-45da-b5c3-8d7f56971780/download/spotfutures.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
