hcondv.data
Creators:
Michael P. Clements
;
Nick Taylor
From the dataset abstract
A number of methods of evaluating the validity of interval forecasts of financial data are analysed, and illustrated using intraday FTSE100 index futures returns. Some existing interval...
Source: Evaluating interval forecasts of high-frequency financial data (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | data |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/c73763f5-ffd7-4e2c-ac31-dbf097c0834b/resource/63e4d02f-eff0-41e8-a3e9-6a73b6012a71/download/hcondv.data |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
