mainprc.prg
Creators:
Adrian Pagan
;
Kirill A. Sossounov
From the dataset abstract
Bull and bear markets are a common way of describing cycles in equity prices. To fully describe such cycles one would need to know the data generating process (DGP) for equity prices. We...
Source: A simple framework for analysing bull and bear markets (replication data)
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Metadata
Field | Value |
---|---|
Format | prg |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/93dee648-3365-496d-a74a-8d32a5ec645e/resource/687e8773-daf1-4026-9ad3-ce3455b0cf2d/download/mainprc.prg |
Last updated | November 10, 2022 |
Created | November 10, 2022 |