readme.abfn.txt
Creators:
Torben G. Andersen
;
Tim Bollerslev
;
Per Frederiksen
;
Morten Ørregaard Nielsen
From the dataset abstract
We provide an empirical framework for assessing the distributional properties of daily speculative returns within the context of the continuous-time jump diffusion models traditionally...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/267efa3a-2c6a-41ed-b2d2-2500ba6babef/resource/ad4f14d2-5071-4ed2-856a-3462c190bd75/download/readme.abfn.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
