shit.pdf
Creators:
Siem Jan Koopman
;
Rutger Lit
;
Andre Lucas
;
Anne Opschoor
From the dataset abstract
We develop a dynamic model for the intraday dependence between discrete stock price changes. The conditional copula mass function for the integer tick-size price changes has time-varying...
Source: Dynamic discrete copula models for high‐frequency stock price changes (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/pdf |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/7d6cda7e-f378-4f36-82f1-ff223f0f4cca/resource/beb4278e-f734-4137-a206-c189bd7c3dfe/download/shit.pdf |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
