fama_bliss_2014.csv
Creators:
Florian Huber
;
Gregor Kastner
;
Martin Feldkircher
From the dataset abstract
We propose a straightforward algorithm to estimate large Bayesian time-varying parameter vector autoregressions with mixture innovation components for each coefficient in the system. The...
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/b3e1c7d4-f229-45b5-8856-e4708bee225e/resource/05b997d3-55c6-49d0-9949-dd951d31d435/download/fama_bliss_2014.csv |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
