rc_matrices.txt
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)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/8162991b-fc36-4c09-8a3b-00688f62bed8/resource/ce3960fb-7643-42f7-ab44-7b4f4ae84ae4/download/rc_matrices.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
