data-cd.csv
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 | text/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/c760b0c4-6019-4b47-8e2c-b34c2cc1b94c/resource/3863d57c-30f1-4f4c-b68b-659fa3aaaac0/download/data-cd.csv |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
