Replication data for: Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility

Patton, Andrew J., and Sheppard, Kevin, (2015) \"Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility.\" Review of Economics and Statistics 97:3, 683-697.

安德鲁·J·帕顿（Andrew J. Patton）与凯文·谢泼德（Kevin Sheppard）于2015年发表的学术论文《好波动性，坏波动性：带符号跳跃（Signed Jumps）与波动性持续性（Persistence of Volatility）》，刊载于《经济与统计评论》（Review of Economics and Statistics）第97卷第3期，页码范围为683至697。