Overnight GARCH-Itˆo Volatility Models
收藏DataCite Commons2025-01-03 更新2025-04-16 收录
下载链接：
https://service.tib.eu/ldmservice/dataset/561f4b15-4412-4108-b2ce-19292e66ea5d
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资源简介：
The dataset used in the paper is a high-frequency financial data dataset, which includes log-prices and microstructure noise.
提供机构：
TIB
创建时间：
2025-01-03
