schwert.ox
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)
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Metadata
| Field | Value |
|---|---|
| Format | ox |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/9e0dc718-0ce7-4fad-8db1-0b96bbe300bf/resource/dfb79a99-17b8-4469-a74a-2659120ed445/download/schwert.ox |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
