Modelagem de Volatilidade via GARCH Models published at the "Open Code Community"

Mendeley Data2024-01-31 更新2024-06-26 收录

GARCH模型

波动率

数据链接：

https://data.mendeley.com/datasets/s3nzk8zwk7 数据链接链接失效反馈

官方服务：

资源简介：

Materials published at "https://opencodecom.net/post/2021-06-23-garch/"

创建时间：

2024-01-31

Dataset: VictoryShares International Volatility Wtd ETF (CIL) Stock Performance

ETF投资分析

波动率

This dataset provides historical stock market performance data for specific companies. It enables users to analyze and understand the past trends and fluctuations in stock prices over time. This infor

NIAID Data Ecosystem120

Replication Data for "Weak Identification of Long Memory with Implications for Volatility Modeling"

金融时间序列

波动率

This data and MATLAB code package reproduce the empirical results from the paper titled 'Weak Identification of Long Memory with Implications for Volatility Modeling' by Jia Li, Peter C. B. Phillips,

DataCite Commons2025-05-11 更新80

Testing for an Omitted Multiplicative Long-Term Component in GARCH Models

金融波动率建模

GARCH模型

We consider the problem of testing for an omitted multiplicative long-term component in GARCH-type models. Under the alternative, there is a two-component model with a short-term GARCH component that

NIAID Data Ecosystem30

tripolskypetr/btcusdt_feb_2026_candles_news_forecast

加密货币波动性预测

GARCH模型

BTCUSDT多时间框架GARCH波动率数据集是一个包含2026年2月（回测模拟）期间BTCUSDT交易对的GARCH预测波动率（sigma）的数据集。数据集以1分钟分辨率记录，共约40,320条记录。每条记录是8个不同时间框架下的GARCH预测波动率快照，并包含一个reliable标志，指示模型是否有足够的历史蜡烛图数据来产生统计稳定的估计。数据集以JSONL格式存储，适用于训练波动率预测模型、

Hugging Face2026-04-25 更新80

Data for: A Re-examination of the Predictability of Stock Returns and Cash Flows via the Decomposition of VIX

股票预测

波动率

The R scripts and related data files needed for empirical analysis for this paper are included in the zip-file.

NIAID Data Ecosystem50