Data for: Theory and Application of an Economic Performance Measure of Risk

Cuizhen Niu (Contributor)
Xu Guo (Contributor)
Michael McAleer (National Tsing Hua University) (Contributor)
Wing-Keung Wong (Creator)

Econometrics

Dataset

Description

This dataset contains the Singapore Stock Market Index (STI) and Standard & Poor's Composite 500 Index (S&P500), from January 1, 2000 to December 31, 2015.

Date made available	13 Dec 2017

DOI
10.17632/jhsx6vxkmp.1

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Creative Commons Attribution 4.0 International

1 Report

Theory and Application of an Economic Performance Measure of Risk
Niu, C., Guo, X., McAleer, M. & Wong, W.-K., 2017, Econometric Institute Report Series EI2017-18 ed. Rotterdam. 43 p.
Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Data for: Theory and Application of an Economic Performance Measure of Risk

Description

DOI

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Research output

Theory and Application of an Economic Performance Measure of Risk

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