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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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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2017
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| 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 |