Replication Data for "Observable-Validated Generator Estimation with Conditional Characteristic Functions"

This archive contains replication data for the manuscript “Observable-Validated Generator Estimation with Conditional Characteristic Functions”. The archive includes compact raw inputs, processed analysis files, and simulated data used to reproduce the reported empirical and simulation results. The raw component contains the canonical XETRA order-event file used in the primary order-book application. The processed component contains derived CSV files for manuscript tables, figures, diagnostics, validation scores, and the six ticker-day XETRA robustness samples. The simulated component contains event histories and grids used in the controlled generator and forecasting exercises. The full local XETRA raw-data mirror is not included. The reported manuscript results can be reproduced from the compact canonical event files and processed outputs included here. Some XETRA-derived files may remain subject to the access conditions of the original data providers.