Percentile Values of average and standard deviation of the autocorrelation of raw returns (<i>avg</i><sub><i>Ret</i><sub><i>raw</i></sub></sub> and <i>std</i><sub><i>Ret</i><sub><i>raw</i></sub></sub>, respectively) and those of absolute returns (<i>avg</i><sub><i>Ret</i><sub><i>abs</i></sub></sub> and <i>std</i><sub><i>Ret</i><sub><i>abs</i></sub></sub>, respectively) across all Monte Carlo simulations, varying the parameter <i>Th</i><sup><i>C</i></sup>.
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数据链接：
https://figshare.com/articles/dataset/Percentile_Values_of_average_and_standard_deviation_of_the_autocorrelation_of_raw_returns_i_avg_i_sub_i_Ret_i_sub_i_raw_i_sub_sub_and_i_std_i_sub_i_Ret_i_sub_i_raw_i_sub_sub_respectively_and_those_of_absolute_returns_i_avg_i_sub_i_Ret_i_sub_i_abs_i_sub_su/4054428数据链接链接失效反馈
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资源简介：
Percentile Values of average and standard deviation of the autocorrelation of raw returns (avgRetraw and stdRetraw, respectively) and those of absolute returns (avgRetabs and stdRetabs, respectively) across all Monte Carlo simulations, varying the parameter ThC.
创建时间：
2016-10-22
