mfm-data.txt
Creators:
Worapree Maneesoonthorn
;
Catherine S. Forbes
;
Gael M. Martin
From the dataset abstract
Dynamic jumps in the price and volatility of an asset are modelled using a joint Hawkes process in conjunction with a bivariate jump diffusion. A state-space representation is used to...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/a44d828e-47b9-4d42-a1e2-b7474d48aa57/resource/e520f849-397f-44e3-a256-001ae6beaa2a/download/mfm-data.txt |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
