mfm-data.txt
Creators:
Worapree Maneesoonthorn
;
Catherine S. Forbes
;
Gael M. Martin
From the dataset abstract
Dynamic jumps in the price and volatility of an asset are modelled using a joint Hawkes process in conjunction with a bivariate jump diffusion. A state-space representation is used to...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/b60e0557-d692-4c29-b34e-15832191ec33/resource/9a8c9b01-0d93-4337-821c-4f967f549d2b/download/mfm-data.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
