S&PCOMP-adj-20091211.txt
Creators:
Fabrizio Cipollini
;
Robert F. Engle
;
Giampiero M. Gallo
From the dataset abstract
Financial time series are often non-negative-valued (volumes, trades, durations, realized volatility, daily range) and exhibit clustering. When joint dynamics is of interest, the vector...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/8eb51afa-c6b7-49f1-a488-cc57ba15ce17/resource/6896a57d-8d0d-41af-ac96-64a63be7d49b/download/spcomp-adj-20091211.txt |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
