readme.dtv.txt
Creators:
Partha Deb
;
Pravin K. Trivedi
;
Panayotis N. Varangis
From the dataset abstract
This paper provides an empirical reconsideration of evidence for excess co-movement of commodity prices within the framework of univariate and multivariate GARCH(1, 1) models. Alternative...
Source: The excess co-movement of commodity prices reconsidered (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/1bd248a1-2db2-4364-a343-60ade5223c4d/resource/c804458c-948b-472f-b3d1-8edaf624f548/download/readme.dtv.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
