S&PIndexConstituentsMnemonics.csv
Creators:
Arnold Polanski
;
Evarist Stoja
;
Frank Windmeijer
From the dataset abstract
We propose a simple and flexible framework that allows for a comprehensive analysis of tail interdependence in high dimensions. We use co-exceedances to capture the structure of the...
Source: Telling tales from the tails: High‐dimensional tail interdependence (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/de0a7ff1-6220-49aa-93c3-fb9308280aff/resource/8dd875c6-f694-4890-a87a-d564c14b636f/download/spindexconstituentsmnemonics.csv |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
