数据链接：
官方服务：
资源简介：
Results of the EGARCH-MIDAS-GEPU model.
应用场景：
创建时间：
2018-02-09
相关数据集
Economic Policy Uncertainty Index for Canada
Graph and download economic data for Economic Policy Uncertainty Index for Canada (CANEPUINDXM) from Jan 1985 to Nov 2024 about uncertainty, academic data, Canada, and indexes.
fred.stlouisfed.org2024-11-28 更新150
Energy Price Volatility in the Brazilian and American Markets
Analyze American and Brazilian stock market volatility using the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model and correlating with energy prices.
Figshare2024-06-13 更新70
The Block-Correlated Pseudo Marginal Sampler for State Space Models
Pseudo Marginal Metropolis-Hastings (PMMH) is a general approach to Bayesian inference when the likelihood is intractable, but can be estimated unbiasedly. Our article develops an efficient PMMH metho
NIAID Data Ecosystem40
US EPU and Commodity markets
Data used to investigate the dynamic spillover effects of US EPU on spot price volatility of 12 commodities traded in the global markets, as well as the transmission role of 4 different types of trade
DataCite Commons2025-08-01 更新80
Appendix for "Economic Policy Uncertainty and Intra-Industry Risk Spillovers: Evidence from China’s Non-Financial Sector"
This appendix provides supplementary tables for the paper titled "Economic Policy Uncertainty and Intra-Industry Risk Spillovers: Evidence from China’s Non-Financial Sector". The appendix contains Tab
DataCite Commons2025-04-27 更新60
