data.kk
Creators:
Chang-Jin Kim
;
Myung Jig Kim
From the dataset abstract
Using a fad model with Markov-switching heteroscedasticity in both the fundamental and fad components (UC-MS model), this paper examines the possibility that the 1987 stock market crash...
Source: Transient fads and the crash of ′87 (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | kk |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/e5f47177-7e84-4ec8-ab28-2c1ea95b37f0/resource/2d270475-3cee-49ff-853c-ce4284487dec/download/data.kk |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
