The table shows summary statistics of significant daily discontinuous quadratic variation (sum of squared intradaily jumps) of SPC500 and DJIA.
收藏Figshare2015-12-02 更新2026-04-29 收录
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https://figshare.com/articles/dataset/_The_table_shows_summary_statistics_of_significant_daily_discontinuous_quadratic_variation_sum_of_squared_intradaily_jumps_of_SPC500_and_DJIA_/669822
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FDR is controlled at level and . The quantities of price variations shown are all scaled by 10000.
创建时间：
2015-12-02
