A Markov-switching spatiotemporal ARCH model (Datasets)
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资源简介:
The dataset used in the original article titled: A Markov-switching spatiotemporal ARCH model. It contains the prices of 26 Asian stock indices and 2 US stock indices spanning from 4 January 2011 to 30 December 2020.
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Zenodo创建时间:
2023-10-04



