mp-data.zip
Creators:
Alex Maynard
;
Peter C.B. Phillips
From the dataset abstract
Using both semiparametric and parametric estimation methods, this paper corroborates earlier findings of fractionally integrated behaviour in the forward premium. Two new explanations are...
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/650e590a-baac-462a-a70d-dcb082c912b4/resource/31d10694-571d-4eec-bd29-d02dbcdd9176/download/mp-data.zip |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
