Data for: Forecasting compositional risk allocations

Published: 31 October 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.

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