zc_yr01_bis_returns.txt
Creators:
John Geweke
;
Gianni Amisano
From the dataset abstract
Motivated by the common problem of constructing predictive distributions for daily asset returns over horizons of one to several trading days, this article introduces a new model for time...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/dbb68ed0-7512-4dc1-8b9e-6e8eb1f12a43/resource/8ff01279-5d2c-41ed-b71d-1f678dc7f784/download/zc_yr01_bis_returns.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
