readme.lm.txt
Creators:
Chun Liu
;
John M. Maheu
From the dataset abstract
How to measure and model volatility is an important issue in finance. Recent research uses high-frequency intraday data to construct ex post measures of daily volatility. This paper uses...
Source: Forecasting realized volatility: a Bayesian model-averaging approach (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/e96afdbb-9121-4017-9f0f-67c0e20af641/resource/39a9f268-cc88-4451-b21d-9fa85488c480/download/readme.lm.txt |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
