<P><FONT face="Times New Roman">The data consist of 7 stocks that are actively traded on the NYSE from Tick Data, and include: American Express (AXP), Caterpillar (CAT), Dell (DELL), General Electric (GE), General Motors (GM), IBM and Microsoft (MSFT). The sample period for this data extends from <st1:chsdate Year="1997" Month="2" Day="1" IsLunarDate="False" IsROCDate="False" w:st="on">02/01/97</st1:chsdate> to 31/12/03, a total 1761 days.</FONT></P>
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<P>（5-, 15-, and 30-minute three sample interval returns）</P>
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<P>including open, close, high&low, returns, trading volume, realized volatility, realized range, and bi-power variables!</P>
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[此贴子已经被admin于2007-7-23 6:13:24编辑过]