ec7492.dtv
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)
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Metadata
| Field | Value |
|---|---|
| Format | dtv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/3ccf0bb1-a6fc-469d-bdc9-c12dc48f16c7/resource/a0c711f3-8d26-4d09-b5ca-87f0f2570bf1/download/ec7492.dtv |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
