readme.bns.txt
Creators:
Ole E. Barndorff-Nielsen
;
Neil Shephard
From the dataset abstract
This paper looks at some recent work on estimating quadratic variation using realized variance (RV)?that is, sums of M squared returns. This econometrics has been motivated by the advent...
Source: Estimating quadratic variation using realized variance (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/9e0dc718-0ce7-4fad-8db1-0b96bbe300bf/resource/669c4efe-f8bc-48d2-a235-6296d3079e77/download/readme.bns.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
