data-hmss.csv
Creators:
Roy P. M. M. Hoevenaars
;
Roderick Molenaar
;
Peter C. Schotman
;
T.B.M. Steenkamp
From the dataset abstract
We study the effect of parameter uncertainty on the long-run risk for three asset classes: stocks, bills and bonds. Using a Bayesian vector autoregression with an uninformative prior we...
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/7280a10f-3e0a-466a-aef8-c12304c22842/resource/4b429335-3786-4c0e-8aea-556345993a64/download/data-hmss.csv |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
