ICAR Research Data Repository for Knowledge Management
Replication data for: Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility
Harvard Dataverse (Africa Rice Center, Bioversity International, CCAFS, CIAT, IFPRI, IRRI and WorldFish)
View Archive Info| Field | Value | |
| Title |
Replication data for: Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility
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| Identifier |
https://doi.org/10.7910/DVN/28695
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| Creator |
Patton, Andrew J.
Sheppard, Kevin |
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| Publisher |
Harvard Dataverse
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| Description |
Patton, Andrew J., and Sheppard, Kevin, (2015) "Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility." Review of Economics and Statistics 97:3, 683-697.
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| Subject |
Social Sciences
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| Date |
2010-10
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