data-cd.xlsx
Creators:
Jacopo Cimadomo
;
Antonello D'Agostino
From the dataset abstract
In this paper, we propose a time-varying parameter vector autoregression (VAR) model with stochastic volatility which allows for estimation on data sampled at different frequencies. Our...
Metadata
| Field | Value |
|---|---|
| Format | application/vnd.openxmlformats-officedocument.spreadsheetml.sheet |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/2c294745-ca5d-4eb7-8857-b37935780153/resource/cdbcce2c-fa6d-4b03-accb-58409b30d023/download/data-cd.xlsx |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
