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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?
The text was updated successfully, but these errors were encountered:
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?
The text was updated successfully, but these errors were encountered: