SP500c_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/9e487d92-a257-4939-9d49-29ac23151870/download/sp500c_returns.txt |
Last updated | November 4, 2022 |
Created | November 4, 2022 |