cff-version: 1.2.0
abstract: "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""
authors:
  - family-names: Romero
    given-names: Lizet
title: "Financial data set and analysis program"
keywords:
version: 1
identifiers:
  - type: doi
    value: 10.4121/uuid:c55dcc10-e2b5-4a3b-a75d-234be5ae99fc
license: CC0
date-released: 2020-03-06