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Replication Data for: Realized volatility prediction
Jan 24, 2025
Feng, Leya, 2025, "Replication Data for: Realized volatility prediction", https://doi.org/10.7910/DVN/8WIHJF, Harvard Dataverse, V1, UNF:6:lyIRLePws0PV4pNeulfbbw== [fileUNF]
High - frequency data of five stocks in the Chinese stock market
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