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