Multivariate threshold regression, Option prices, S&P500
Reason: Restrictions apply to the availability of these data, which were used under license for this study.
Data.xls
The multivariate threshold regression and S&P500 data sets include data sourced from Datastream. To access this data you will need to obtain approval from Datastream.
The Option prices data set has been sourced from Optionmetrics. Access to this data set will also require approval from the data provider.
