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Volatility Data #14

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OriginalGoku opened this issue Jun 9, 2023 · 2 comments
Open

Volatility Data #14

OriginalGoku opened this issue Jun 9, 2023 · 2 comments

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@OriginalGoku
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Hi,
In the script_download_data.py, the link used to download volatility data is broken

[(https://realized.oxford-man.ox.ac.uk/images/oxfordmanrealizedvolatilityindices.zip)]
I have tried to search the web for this and found the following link but not sure if this is the actual data structure used for this project:
[https://github.com/jonathancornelissen/highfrequency/blob/master/data-raw/OxfordManRealizedVolatilityIndices.zip]

Can you please confirm that this file is actually what the code will work with?

@Charlie-C137
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I encountered the same problem

@OriginalGoku
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I don't think this project is being maintained actively!

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