spotfutures.txt
Creators:
Lucio Sarno
;
Giorgio Valente
From the dataset abstract
This paper proposes a vector equilibrium correction model of stock returns that exploits the information in the futures market, while allowing for both regime-switching behaviour and...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/cd52cfd3-4eef-48e9-b129-a14a87abab34/resource/c6c017b9-fead-4ec1-bd8c-2ba61a9e7b5b/download/spotfutures.txt |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
