readme.gkwz.txt
Creators:
Liudas Giraitis
;
George Kapetanios
;
Anne Wetherilt
;
Filip Žikeš
From the dataset abstract
We propose a novel methodology for dynamic econometric modelling of large financial networks subject to persistence, structural changes and sparsity. We estimate bivariate dynamic...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/f16f052f-c4e9-4ddb-90ff-33f78c421419/resource/150d8ba5-3c6a-4c2c-91e2-34204c3d475b/download/readme.gkwz.txt |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
