Replication Data for Expected and Realized Returns on Volatility

NIAID Data Ecosystem2026-05-10 收录

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数据链接：

https://doi.org/10.7910/DVN/EGGHPX 数据链接链接失效反馈

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The attached file contains the code and data that generate the tables and figures in the paper.

创建时间：

2026-02-05

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

ETF投资分析

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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

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

金融时间序列

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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

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

股票预测

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

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Feature set performance.

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量化交易策略回测

This study employs seven advanced machine learning approaches to conduct numerical predictions of the next-day returns of VIX constant-maturity futures (VIX CMFs) using the term structure information

Figshare2024-04-19 更新100

Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance

时间序列分析

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This article considers the volatility modeling for autoregressive univariate time series. A benchmark approach is the stationary autoregressive conditional heteroscedasticity (ARCH) model of Engle. Mo

DataCite Commons2020-08-28 更新70

Replication Data for Expected and Realized Returns on Volatility

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