sdv-data.csv
Creators:
Pengfei Sun
;
Casper G. de Vries
From the dataset abstract
The nonnormal stable laws and Student t distributions are used to model the unconditional distribution of financial asset returns, as both models display heavy tails. The relevance of the...
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/0e191f4e-028f-4d03-85f1-0f3c83539660/resource/82b3f247-2972-4413-98b1-412dde8471a9/download/sdv-data.csv |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
