EuroUsd9901.dat
Creators:
Lars Forsberg
;
Tim Bollerslev
From the dataset abstract
This paper bridges the gap between traditional ARCH modelling and recent advances on realized volatilities. Based on a ten-year sample of five-minute returns for the ECU basket currencies...
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/da3d3137-03da-4776-a461-90c33123b992/resource/51edbdf8-656c-498e-a87d-c9641bcf2c27/download/eurousd9901.dat |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
