S&PIndexConstituentsMnemonics.csv
Creators:
Arnold Polanski
;
Evarist Stoja
;
Frank Windmeijer
From the dataset abstract
We propose a simple and flexible framework that allows for a comprehensive analysis of tail interdependence in high dimensions. We use co-exceedances to capture the structure of the...
Source: Telling tales from the tails: High‐dimensional tail interdependence (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/b200e29d-131a-4090-80d8-065381bc75bb/resource/e7977d61-ccbb-4eec-be94-fc15597291a9/download/spindexconstituentsmnemonics.csv |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
