Data for: Forecasting compositional risk allocations
Published: 31-10-2018| Version 1 | DOI: 10.17632/mgwnm968x6.1
Contributors:
Miguel Santolino,
Montserrat Guillen,
Tim Boonen
Description
The S&P 500 index, the DAX index, and the CAC 40 index daily values from January 1st, 2000, to December 31st, 2016.