rc_ss.gss
Creators:
Roxana Chiriac
;
Valeri Voev
From the dataset abstract
This paper proposes a methodology for dynamic modelling and forecasting of realized covariance matrices based on fractionally integrated processes. The approach allows for flexible...
Source: Modelling and forecasting multivariate realized volatility (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | gss |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/b3388aee-85bf-4438-bcdf-ffeac368b6f8/resource/fc65326c-2d82-47a9-95c9-8a46740f6425/download/rc_ss.gss |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
