SP500_return_and_RK.csv
Creators:
Anne Opschoor
;
Dick van Dijk
;
Michel van der Wel
From the dataset abstract
We investigate the added value of combining density forecasts focused on a specific region of support. We develop forecast combination schemes that assign weights to individual predictive...
Source: Combining density forecasts using focused scoring rules (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/c703e93a-2549-4a4b-bfe3-8bb66b4312f9/resource/83e4b366-bc95-4f02-bed5-c41e581cb8c9/download/sp500_return_and_rk.csv |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
