djia.dat
Creators:
Ole E. Barndorff-Nielsen
;
Neil Shephard
From the dataset abstract
This paper looks at some recent work on estimating quadratic variation using realized variance (RV)?that is, sums of M squared returns. This econometrics has been motivated by the advent...
Source: Estimating quadratic variation using realized variance (replication data)
There are no views created for this resource yet.
Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/9e0dc718-0ce7-4fad-8db1-0b96bbe300bf/resource/e117ebf0-5b96-4d32-84dd-cc7c59facd82/download/djia.dat |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
