Volatility jumps and the classification of monetary policy announcements
收藏DataCite Commons2026-01-07 更新2025-04-16 收录
下载链接：
https://service.tib.eu/ldmservice/dataset/3a0d73b6-412f-4b3d-9010-c4c237886f9d
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资源简介：
The dataset is used to analyze the impact of monetary policy announcements on volatility jumps. It contains intradaily realized volatility and jump-robust measures for several assets.
提供机构：
TIB
创建时间：
2024-12-17
