VIX.txt
Creators:
Turan G. Bali
;
Lin Peng
From the dataset abstract
This paper examines the intertemporal relation between risk and return for the aggregate stock market using high-frequency data. We use daily realized, GARCH, implied, and range-based...
Source: Is there a risk–return trade-off? Evidence from high-frequency data (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/6c13ee95-48ef-4099-9515-9349302f6d76/resource/46f7938c-c250-4178-807a-463d3643fc10/download/vix.txt |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
