st-files.zip
Creators:
Stephen Thiele
From the dataset abstract
This paper proposes a conditional density model that allows for differing left/right tail indices and time-varying volatility based on the dynamic conditional score (DCS) approach. The...
Source: Modeling the conditional distribution of financial returns with asymmetric tails (replication data)
There are no views created for this resource yet.
Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/cf409a09-6525-49a4-8d50-b1556b75c5e1/resource/059063c8-42db-4258-ad60-4bd55a067f02/download/st-files.zip |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
