Overnight GARCH-Itˆo Volatility Models
Data and Resources
-
Original MetadataJSON
The json representation of the dataset with its distributions based on DCAT.
Cite this as
Donggyu Kim, Minseok Shin, Yazhen Wang (2025). Dataset: Overnight GARCH-Itˆo Volatility Models. https://doi.org/10.57702/1t3fktpl
DOI retrieved: January 3, 2025
Additional Info
| Field | Value |
|---|---|
| Created | January 3, 2025 |
| Last update | January 3, 2025 |
| Defined In | https://doi.org/10.48550/arXiv.2102.13467 |
| Author | Donggyu Kim |
| More Authors |
|