CPIAUCSL.csv
Creators:
Bingduo Yang
;
Christian M. Hafner
;
Guannan Liu
;
Wei Long
From the dataset abstract
A copula with a flexibly dependence structure can capture complexity and heterogeneity in economic and financial time series. Based on the recently proposed single-index copula, we...
Source: Semiparametric estimation and variable selection for single‐index copula models (replication data)
Metadata
Field | Value |
---|---|
Format | text/csv |
License | CC-BY 4.0 |
URL | https://jda-test.zbw.eu/dataset/a996be4b-769a-47f4-b8ee-59f310ce9bac/resource/5b2a5157-f9ac-46ba-9141-f2c0a9033f65/download/cpiaucsl.csv |
Last updated | November 8, 2022 |
Created | November 8, 2022 |