bdt-data.zip
Creators:
Marco Bee
;
Debbie J. Dupuis
;
Luca Trapin
From the dataset abstract
We propose a new framework exploiting realized measures of volatility to estimate and forecast extreme quantiles. Our realized extreme quantile (REQ) combines quantile regression with...
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/cfd4df2e-2cb4-4548-9bf1-411b3524488c/resource/062255d8-faff-472b-8b40-4120de7101ab/download/bdt-data.zip |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
