31 market indices

Emerging

1papers using it

2024first seen

The '31 market indices' dataset contains daily closing prices and realized measures from various market indices, and it is used to evaluate the forecasting performance of Value at Risk (VaR) models.

🔎 Find this dataset

Papers using 31 market indices (1)

Loss-based Bayesian Sequential Prediction of Value at Risk with a Long-Memory and Non-linear Realized Volatility Model2024