IBM Duration Data_1993
Published: 4 March 2024| Version 1 | DOI: 10.17632/zfnvhv78g9.1
Contributor:
Thayyib PVDescription
As the data is widely used in econometric modelling of high-frequency data, we have used the same 3534 observations which were used by Tsay (2005, 2010).
Files
Institutions
VIT University
Categories
Finance, Econometrics, Financial Forecasting, Stock Market Valuation