readme.mrw.txt
Creators:
Gael M. Martin
;
Andrew Reidy
;
Jill Wright
From the dataset abstract
This paper assesses the robustness of the relative performance of spot? and options-based volatility forecasts to the treatment of microstructure noise. Robustness of the results to the...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/03801e6a-0275-4669-814a-bd639d1d6c86/resource/8bea866a-4133-4181-8627-67394d0f85de/download/readme.mrw.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
