Daily stock index return for the Canadian, UK, and US equity markets, compiled by Morgan Stanley Capital International, obtained from Datastream

The data presented in this article are related to the research article entitled “Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation. North American Journal of Economics and Finance, 40, 116–135. doi:10.1016/j.najef.2017.02.006 (Li, 2017) [1]....

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Detalles Bibliográficos
Autor principal: Li, Leon
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2017
Materias:
Economics, Econometrics and Finance
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5848063/
https://www.ncbi.nlm.nih.gov/pubmed/29541682
http://dx.doi.org/10.1016/j.dib.2017.12.045

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5848063/
https://www.ncbi.nlm.nih.gov/pubmed/29541682
http://dx.doi.org/10.1016/j.dib.2017.12.045

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