readme.lm.txt
Creators:
Chun Liu
;
John M. Maheu
From the dataset abstract
How to measure and model volatility is an important issue in finance. Recent research uses high-frequency intraday data to construct ex post measures of daily volatility. This paper uses...
Source: Forecasting realized volatility: a Bayesian model-averaging approach (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/b2ed5cf6-e97a-419a-892f-08c03a4698d5/resource/8d1c1442-92ac-4fae-b246-94d33db1912c/download/readme.lm.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
