Financial data set and analysis program

DOI:10.4121/uuid:c55dcc10-e2b5-4a3b-a75d-234be5ae99fc

Datacite citation style:

Romero, Lizet (2020): Financial data set and analysis program. Version 1. 4TU.ResearchData. dataset. https://doi.org/10.4121/uuid:c55dcc10-e2b5-4a3b-a75d-234be5ae99fc

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Dataset

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Keywords

Bayesian analysis MCMC methods MTAR models multivariate Student-t distribution

Licence

CC0

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by Lizet 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

2020-03-06 first online, published, posted

Publisher

4TU.Centre for Research Data

Format

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

References

https://doi.org/10.1080/03610926.2019.1669807

Organizations

Universidad Nacional de Colombia, Facultad de Ciencias, Departamento de Estadística, Bogotá, Colombia