main.ox
Creators:
Peter Reinhard Hansen
;
Zhuo Huang
;
Howard Shek
From the dataset abstract
We introduce a new framework, Realized GARCH, for the joint modeling of returns and realized measures of volatility. A key feature is a measurement equation that relates the realized...
Source: Realized GARCH: a joint model for returns and realized measures of volatility (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | ox |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/95c824aa-be2e-4413-adfd-cf2e8adb9a3c/resource/3f615436-8ce6-498a-8f3f-42075e3374fd/download/main.ox |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
