Replication Data for: Measuring the probability of a financial crisis

Name: Replication Data for: Measuring the probability of a financial crisis
Creator: NUS Business School, National University of Singapore; Stern School of Business, New York University
Published: 2019-01-01T00:00:00+08:00

Harvard Dataverse2019-08-27 更新2026-04-09 收录

金融风险计量

金融危机预测

数据链接：

https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/LH3RRR 数据链接链接失效反馈

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资源简介：

The data and programs replicate tables and figures from "Measuring the probability of a financial crisis" by Engle and Ruan. Please see the README file for additional details.

提供机构：

NUS Business School, National University of Singapore; Stern School of Business, New York University

创建时间：

2019-01-01