Replication Materials for "Bitcoin Volatility Modeling with Realized Measures and Jump Dynamics"

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Authors: Prakash Raj
Cited by: 0

Abstract

REPLICATION_MATERIALS_py.zip contains the source code, synthetic data, a requirements.txt file, and a Readme.pdf file with detailed instructions for executing the code associated with the paper Bitcoin Volatility Modeling with Realized Measures and Jump Dynamics. The source code is provided in .py format, the requirements.txt file specifies the required Python dependencies, and the Readme.pdf file describes the execution procedure.

Publication details

Journal / source
Mendeley Data
Publication date
24 March 2026
Document type
Dataset