readme.fb.txt
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...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/da3d3137-03da-4776-a461-90c33123b992/resource/6f29e689-a84a-4b8b-b5d5-dc4c5779a26c/download/readme.fb.txt |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
