Stock market Realised Volatility
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https://researchdata.edu.au/stock-market-realised-volatility/2305122
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资源简介：
Daily realised volatilities for the Dow Jones Index and 26 individual stocks.
The Realised Volatility data was used to evaluate different volatility forecasting methods. The Realised Volatility data was calculated using underlying high frequency prices obtained from Thomson Reuters Datascope.
本数据集涵盖道琼斯指数（Dow Jones Index）与26只个股的日度已实现波动率（Realised Volatility）数据。
该已实现波动率数据集被用于评估各类波动率预测方法，其数据通过取自汤森路透Datascope的高频原始价格计算得到。
提供机构：
Queensland University of Technology
