Stock market Realised Volatility

ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rfr_id=info%3Asid%2FANDS&rft_id=info:doi10.25912/RDF_1679982957841&rft.title=Stock market Realised Volatility&rft.identifier=10.25912/RDF_1679982957841&rft.publisher=Queensland University of Technology&rft.description=Daily realised volatilities for the Dow Jones Index and 26 individual stocks.  The Realised Volatility data was used to evaluate different volatility forecasting methods. The Realised Volatility data was calculated using underlying high frequency prices obtained from Thomson Reuters Datascope.   &rft.creator=Clements, Adam &rft.date=2023&rft.edition=1&rft.coverage=153.317870,-26.996845 152.668523,-26.996845 152.668523,-27.767441 153.317870,-27.767441 153.317870,-26.996845&rft_rights=© Queensland University of Technology, 2023&rft_rights=Creative Commons Attribution-NonCommercial 3.0 http://creativecommons.org/licenses/by-nc/4.0/&rft_subject=Financial econometrics&rft_subject=Banking, finance and investment&rft_subject=COMMERCE, MANAGEMENT, TOURISM AND SERVICES&rft.type=dataset&rft.language=English Access the data