Data for: Forecasting compositional risk allocations

Contributors
Publication date 2018
Description The S&P 500 index, the DAX index, and the CAC 40 index daily values from January 1st, 2000, to December 31st, 2016.
Publisher Mendeley Data
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Dataset
Related publication Forecasting compositional risk allocations
DOI https://doi.org/10.17632/mgwnm968x6.1
Other links https://data.mendeley.com/datasets/mgwnm968x6
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