st-appendix.pdf
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)
Metadata
| Field | Value |
|---|---|
| Format | application/pdf |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/cf409a09-6525-49a4-8d50-b1556b75c5e1/resource/75ad207d-7d6f-4333-879d-41b29502b438/download/st-appendix.pdf |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
