schwert.ox
Creators:
Ole E. Barndorff-Nielsen
;
Neil Shephard
From the dataset abstract
This paper looks at some recent work on estimating quadratic variation using realized variance (RV)?that is, sums of M squared returns. This econometrics has been motivated by the advent...
Source: Estimating quadratic variation using realized variance (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | ox |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/ee72cfcd-26f4-4733-a32c-353963b29b6d/resource/2c1380ab-d7ad-45dc-888b-52498ea00eef/download/schwert.ox |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
