RECH_data/oxfordmanrealizedvolatilityindices.xlsx
Creators:
T. N. Nguyen
;
Minh-Ngoc Tran
;
Robert Kohn
From the dataset abstract
We propose a new class of financial volatility models, called the REcurrent Conditional Heteroskedastic (RECH) models, to improve both in-sample analysis and out-of-sample forecasting of...
Source: Recurrent conditional heteroskedasticity (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/vnd.openxmlformats-officedocument.spreadsheetml.sheet |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/feebbad2-4409-464c-96b6-c3c6ee27e62b/resource/84dd781f-2d97-4f96-8ede-84e7b4b0eda8/download/oxfordmanrealizedvolatilityindices.xlsx |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
