readme.ss.txt
Creators:
Neil Shephard
;
Kevin Sheppard
From the dataset abstract
This paper studies in some detail a class of high-frequency-based volatility (HEAVY) models. These models are direct models of daily asset return volatility based on realised measures...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/3ff6f0cd-2a7d-4edf-8a61-b1cda933fa3d/resource/1794b4ae-6359-4710-a17f-341c9ea14342/download/readme.ss.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
