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

Published: 13-12-2017| Version 1 | DOI: 10.17632/jhsx6vxkmp.1
zhenzhen Zhu,
Michael McAleer,
Cuizhen Niu,
Xu Guo


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.