data-cd.xlsx
Creators:
Jacopo Cimadomo
;
Antonello D'Agostino
From the dataset abstract
In this paper, we propose a time-varying parameter vector autoregression (VAR) model with stochastic volatility which allows for estimation on data sampled at different frequencies. Our...
Metadata
| Field | Value |
|---|---|
| Format | application/vnd.openxmlformats-officedocument.spreadsheetml.sheet |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/c760b0c4-6019-4b47-8e2c-b34c2cc1b94c/resource/0cc9df03-0f10-4946-856c-ae1b2855fd89/download/data-cd.xlsx |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
