Heterogeneity Effect of Positive and Negative Jumps on the Realized Volatility:Evidence from China
The folder "code" contains the code for data processing and empirical results. It includes two folders, data is used to store data, and model is used to store running python code.
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Format: | Dataset |
Sprache: | eng |
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Online-Zugang: | Volltext bestellen |
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Zusammenfassung: | The folder "code" contains the code for data processing and empirical results.
It includes two folders, data is used to store data, and model is used to store running python code. |
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DOI: | 10.17632/mcv87wgmj9 |