SP500_return_and_RK.csv
Creators:
Anne Opschoor
;
Dick van Dijk
;
Michel van der Wel
From the dataset abstract
We investigate the added value of combining density forecasts focused on a specific region of support. We develop forecast combination schemes that assign weights to individual predictive...
Source: Combining density forecasts using focused scoring rules (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/7c70120f-df27-42dd-8d50-1f6269798e25/resource/cbe3d030-026d-4223-922e-1ae4ab5473f3/download/sp500_return_and_rk.csv |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
