IBM Duration Data_1993

Published: 4 March 2024| Version 1 | DOI: 10.17632/zfnvhv78g9.1
Contributor:
Thayyib PV

Description

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).

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Institutions

VIT University

Categories

Finance, Econometrics, Financial Forecasting, Stock Market Valuation

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