RV dataset

Daily realized variance

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  • Maintainer: Isabel Casas
  • License: GPL (>= 3)
  • Last published: 2023-09-01

About the dataset

  • Number of rows: 4264
  • Number of columns: 6
  • Class: data.frame

Column names and types

  • Date:Date
  • RV:numeric
  • RV_lag:numeric
  • RV_week:numeric
  • RV_month:numeric
  • RQ_lag_sqrt:numeric