遇见数据集

The table shows summary statistics of significant daily discontinuous quadratic variation (sum of squared intradaily jumps) of SPC500 and DJIA.

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Figshare2015-12-02 更新2026-04-29 收录
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FDR is controlled at level and . The quantities of price variations shown are all scaled by 10000.

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2015-12-02
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