readme.ct.txt
Creators:
Michael P. Clements
;
Nick Taylor
From the dataset abstract
A number of methods of evaluating the validity of interval forecasts of financial data are analysed, and illustrated using intraday FTSE100 index futures returns. Some existing interval...
Source: Evaluating interval forecasts of high-frequency financial data (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/c73763f5-ffd7-4e2c-ac31-dbf097c0834b/resource/b5933a52-97dd-48c3-ac5c-114e25ec1bcd/download/readme.ct.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
