RECH_data/oxfordmanrealizedvolatilityindices.xlsx
Creators:
T. N. Nguyen
;
Minh-Ngoc Tran
;
Robert Kohn
From the dataset abstract
We propose a new class of financial volatility models, called the REcurrent Conditional Heteroskedastic (RECH) models, to improve both in-sample analysis and out-of-sample forecasting of...
Source: Recurrent conditional heteroskedasticity (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/vnd.openxmlformats-officedocument.spreadsheetml.sheet |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/362aaefb-4c65-486f-8506-1b1fc8ab91d9/resource/15ad5dd2-c34a-4633-813d-04d818ea71c4/download/oxfordmanrealizedvolatilityindices.xlsx |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
