readme.bns.txt
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)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/ee72cfcd-26f4-4733-a32c-353963b29b6d/resource/af0430a6-7fa5-463f-82e9-23a82ff798c2/download/readme.bns.txt |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
