bdt-data.zip
Creators:
Marco Bee
;
Debbie J. Dupuis
;
Luca Trapin
From the dataset abstract
We propose a new framework exploiting realized measures of volatility to estimate and forecast extreme quantiles. Our realized extreme quantile (REQ) combines quantile regression with...
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/efa5a287-438a-4257-b78a-bb11f70ac55a/resource/74639c2d-3b15-4642-a258-50ebe3b2ef62/download/bdt-data.zip |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
