readme.mrw.txt
Creators:
Gael M. Martin
;
Andrew Reidy
;
Jill Wright
From the dataset abstract
This paper assesses the robustness of the relative performance of spot? and options-based volatility forecasts to the treatment of microstructure noise. Robustness of the results to the...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/aac72545-8c19-41f6-a700-3ca2ad3c3cf2/resource/1f0085cb-9ddc-4377-8335-90d6cf77c844/download/readme.mrw.txt |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
