10_dim_realized_covar.csv
Creators:
Xin Jin
;
John M. Maheu
;
Qiao Yang
From the dataset abstract
This paper introduces a new factor structure suitable for modeling large realized covariance matrices with full likelihood-based estimation. Parametric and nonparametric versions are...
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/41a13601-b13d-4d37-b78e-e29ac2220a86/resource/5f1f3d56-a8b5-494f-9400-33a832ef9365/download/10_dim_realized_covar.csv |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
