CAC_DAX.dat
Creators:
Christian M. Hafner
;
Hans Manner
From the dataset abstract
We propose a new dynamic copula model in which the parameter characterizing dependence follows an autoregressive process. As this model class includes the Gaussian copula with stochastic...
Source: Dynamic stochastic copula models: estimation, inference and applications (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/a9581eca-9fa3-49ac-a679-b40a8dba363e/resource/1bfca580-965e-4226-bcbb-5ced061bb6a3/download/cac_dax.dat |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
