Data of Forecasting Chinese Stock Market Volatility: A Real-Time Realized EGARCH-MIDAS Model
收藏DataCite Commons2025-04-27 更新2025-04-16 收录
下载链接：
https://www.scidb.cn/detail?dataSetId=6fdecf778334492c9d769f88f71577af
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资源简介：
This dataset includes SSEC and SSEC daily returns, realized volatility data, and the RTREGARCH-MIDAS model proposed in this paper.
提供机构：
Science Data Bank
创建时间：
2024-02-28
