msft-avm-2001-2006.xls
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 | application/vnd.ms-excel |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/aac72545-8c19-41f6-a700-3ca2ad3c3cf2/resource/7efc0026-070c-4db0-a57c-f9021d7b0bfb/download/msft-avm-2001-2006.xls |
Last updated | November 15, 2022 |
Created | November 15, 2022 |