CMAX Applied To BRIC Stock Markets Index
a crisis indicator designed by Patel and Sarkar
@kaggle.luigimersico_cmaxforbric
a crisis indicator designed by Patel and Sarkar
@kaggle.luigimersico_cmaxforbric
Are you able to forecasting stock markets of BRIC economies?
SA Patel, A. S. (1998). Stock Market Crises in Developed and Emerging Markets. Financial Analysts Journal. CFA Institute.
CREATE TABLE cmaxforbric (
"date" VARCHAR,
"cmax_rts" BIGINT,
"cmax_bse_sensex" BIGINT,
"cmax_shangai_composite_index" BIGINT,
"cmax_ibovespa" BIGINT
);Anyone who has the link will be able to view this.