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://journaldata.zbw.eu/dataset/3ccf0bb1-a6fc-469d-bdc9-c12dc48f16c7/resource/3899d3ba-5b04-41f7-b261-f825f6ec15bf/download/readme.dtv.txt |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
