2026-10-13T00:23:12Z https://www.scidb.cn/oai

10.57760/sciencedb.13882 2024-09-27T14:55:22Z

2024-09-27 Stock Data doi:10.57760/sciencedb.13882 en The data consists of daily prices from 66 Brazilian stocks, covering the period from August 2014 to August 2024. These figures will be analyzed in the context of the article titled "The Role of Tail Dependence on the Half-life of Cointegrated Asset Pairs: A Copula-Based Analysis." This extensive dataset provides a rich basis for studying the behavior of asset pairs in terms of their long-term equilibrium, focusing on tail dependence and the speed of reversion to equilibrium (half-life) after deviations. stock; copula; econometric Daniel Reed Bergmann PUBLIC https://creativecommons.org/publicdomain/zero/1.0/ dataset Science Data Bank