Replication Data for: Realized volatility prediction

High - frequency data of five stocks in the Chinese stock market

DataCite Commons2025-01-24 更新40

Replication Data for Expected and Realized Returns on Volatility

The attached file contains the code and data that generate the tables and figures in the paper.

NIAID Data Ecosystem00

Multivariate Stochastic Volatility Model With Realized Volatilities and Pairwise Realized Correlations

Although stochastic volatility and GARCH (generalized autoregressive conditional heteroscedasticity) models have successfully described the volatility dynamics of univariate asset returns, extending t

DataCite Commons2021-07-01 更新50