readme.bdt.txt
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...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/cfd4df2e-2cb4-4548-9bf1-411b3524488c/resource/6e71ee6d-5780-4353-951c-349ebcbeb6e2/download/readme.bdt.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
