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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1. Verfasser: Huang, jiefei
Format: Dataset
Sprache:eng
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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.
DOI:10.17632/mcv87wgmj9