-
Exploiting news analytics for volatility forecasting: replication data
Data and replication information for "Exploiting news analytics for volatility forecasting" by Simon Tranberg Bodilsen and Asger Lunde; published in Journal of Applied... -
The CAPM with Measurement Error: "There's life in the old dog yet!" Replicati...
The replication data contain MATLAB and GAUSS codes as well as the data required for replication of the results from the paper 1. Monte Carlo Simulation: Contains codes and data...
