readme.cpa.txt
Creators:
Fulvio Corsi
;
Stefano Peluso
;
Francesco Audrino
From the dataset abstract
Motivated by the need for a positive-semidefinite estimator of multivariate realized covariance matrices, we model noisy and asynchronous ultra-high-frequency asset prices in a...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/bd7ba515-7618-4cd8-a2c8-a0cfb5b46925/resource/2df3b685-9d01-4907-95f1-8ed52024f12d/download/readme.cpa.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
