st-files.zip
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)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/9138adff-9e1d-49bf-ab69-fca2678eeb9d/resource/be238d5c-d64a-487c-8dc7-7decf9dc6894/download/st-files.zip |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
