readme.nm.txt
Creators:
Nour Meddahi
From the dataset abstract
In this paper we provide both qualitative and quantitative measures of the precision of measuring integrated volatility by realized volatility for a fixed frequency of observation. We...
Source: A theoretical comparison between integrated and realized volatility (replication data)
Metadata
Field | Value |
---|---|
Format | text/plain |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/6fbd8c86-7407-4d79-bf89-a2ee44c714d9/resource/ce2a0964-fbd0-4da6-b7c7-14c6bba2469e/download/readme.nm.txt |
Last updated | November 10, 2022 |
Created | November 10, 2022 |