SP500c_returns.txt
Creators:
John Geweke
;
Gianni Amisano
From the dataset abstract
Motivated by the common problem of constructing predictive distributions for daily asset returns over horizons of one to several trading days, this article introduces a new model for time...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/f9d96c25-7876-4f66-9ea2-1d88e5efe0d4/resource/3ba9a87d-2f78-4ab7-828c-6e4b5b2691d2/download/sp500c_returns.txt |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
