Data of Forecasting Chinese Stock Market Volatility: A Real-Time Realized EGARCH-MIDAS Model
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资源简介：
This dataset includes SSEC and SSEC daily returns, realized volatility data, and the RTREGARCH-MIDAS model proposed in this paper.
提供机构：
吴鑫育; 谢海滨; 赵安; 马超群创建时间：
2023-12-29
