data.zip (69.04 kB)

Financial data set and analysis program

dataset

posted on 06.03.2020, 00:00 by Lizet RomeroLizet Romero

Returns of the closing price of the Colcap, Bovespa and S&P index and Analysis program for MTAR model of the paper "Bayesian estimation of a multivariate TAR model when the noise process follows a Student-t distribution"

History

References

https://doi.org/10.1080/03610926.2019.1669807

Contributors

Calderón, S.A. (Sergio); Universidad Nacional de Colombia, Facultad de Ciencias, Departamento de Estadística, Bogotá, Colombia

Publisher

4TU.Centre for Research Data

Format

media types: application/vnd.openxmlformats-officedocument.spreadsheetml.sheet, application/zip, text/plain

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Keywords

Bayesian analysis MCMC methods MTAR models multivariate Student-t distribution

Licence

CC0