Stock Data
收藏科学数据银行2024-09-27 更新2026-04-23 收录
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资源简介：
The data consists of daily prices from 66 Brazilian stocks, covering the period from August 2014 to August 2024. These figures will be analyzed in the context of the article titled "The Role of Tail Dependence on the Half-life of Cointegrated Asset Pairs: A Copula-Based Analysis." This extensive dataset provides a rich basis for studying the behavior of asset pairs in terms of their long-term equilibrium, focusing on tail dependence and the speed of reversion to equilibrium (half-life) after deviations.
提供机构：
Universidade de São Paulo
创建时间：
2024-09-25
