npcopula-data/all-Transactions-prct-diff.csv
Creators:
Anson T. Y. Ho
;
Kim P. Huynh
;
David T. Jacho-Chávez
From the dataset abstract
Zimmer (?The role of copulas in the housing crisis?, Review of Economics and Statistics 2012; 94: 607-620) provides an interesting case study of the pitfalls of using parametric copulas...
Source: Flexible Estimation of Copulas: An Application to the US Housing Crisis (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/3554319a-d25a-48ed-9685-637d1e6f490e/resource/759c8e0b-4563-4cb5-a5e3-91a4673edf4b/download/all-transactions-prct-diff.csv |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
