st-appendix.pdf
Creators:
Stephen Thiele
From the dataset abstract
This paper proposes a conditional density model that allows for differing left/right tail indices and time-varying volatility based on the dynamic conditional score (DCS) approach. The...
Source: Modeling the conditional distribution of financial returns with asymmetric tails (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/pdf |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/9138adff-9e1d-49bf-ab69-fca2678eeb9d/resource/52aeee0f-2bf6-4ea7-afa8-793d891e521b/download/st-appendix.pdf |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
