High-Frequency Data from the Chinese Commodity Futures Market
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https://zenodo.org/doi/10.5281/zenodo.15726388
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资源简介：
This dataset is a processed version of high-frequency futures data from the Chinese commodity market, covering a one-year period from 2022-08-01 to 2023-08-01. The original raw data is described in the paper [1].
[1] Jiang J, Richards J, Huser R, et al. The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency[J]. arXiv preprint arXiv:2408.06661, 2024.
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Zenodo创建时间：
2025-06-24
