readme.ss.txt
Creators:
Neil Shephard
;
Kevin Sheppard
From the dataset abstract
This paper studies in some detail a class of high-frequency-based volatility (HEAVY) models. These models are direct models of daily asset return volatility based on realised measures...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/43392fd3-1522-443a-8b78-6cad6ce5cb5f/resource/5d91b0df-5b20-40eb-b0a7-6a943d3acaca/download/readme.ss.txt |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
