rc_ss.gss
Creators:
Roxana Chiriac
;
Valeri Voev
From the dataset abstract
This paper proposes a methodology for dynamic modelling and forecasting of realized covariance matrices based on fractionally integrated processes. The approach allows for flexible...
Source: Modelling and forecasting multivariate realized volatility (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | gss |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/8162991b-fc36-4c09-8a3b-00688f62bed8/resource/066f7432-2b89-47fd-9133-4dc9d6411511/download/rc_ss.gss |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
