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schema:citation
  • Noureldin, D., Shephard, N., Sheppard, K. (2012). Journal of Applied Econometrics, 27(6), 907-933.
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  • Download (en)
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is schema:dataset of
schema:datePublished
  • 2012
schema:identifier
  • 10.15456/jae.2022320.0729962017
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  • eng
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  • Collection
schema:name
  • Multivariate highfrequencybased volatility HEAVY models replication data (en)
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schema:version
  • 1.0.0