{"data":{"id":"10.6084/m9.figshare.4658797.v1","type":"dois","attributes":{"doi":"10.6084/m9.figshare.4658797.v1","prefix":"10.6084","suffix":"m9.figshare.4658797.v1","identifiers":[],"alternateIdentifiers":[],"creators":[{"name":"Youcong Chao","affiliation":[],"nameIdentifiers":[]},{"name":"Xiaoqun Liu","affiliation":[],"nameIdentifiers":[]},{"name":"Shijun Guo","affiliation":[],"nameIdentifiers":[]}],"titles":[{"title":"File2. Data for Time-series regression in 2007 to 2013"}],"publisher":"figshare","container":{},"publicationYear":2017,"subjects":[{"subject":"140207 Financial Economics","subjectScheme":"FOR"},{"subject":"FOS: Economics and business","schemeUri":"http://www.oecd.org/science/inno/38235147.pdf","subjectScheme":"Fields of Science and Technology (FOS)"},{"subject":"FOS: Economics and business","subjectScheme":"Fields of Science and Technology (FOS)"}],"contributors":[],"dates":[{"date":"2017-02-16","dateType":"Created"},{"date":"2017-02-16","dateType":"Updated"},{"date":"2017","dateType":"Issued"}],"language":null,"types":{"ris":"DATA","bibtex":"misc","citeproc":"dataset","schemaOrg":"Dataset","resourceType":"Dataset","resourceTypeGeneral":"Dataset"},"relatedIdentifiers":[{"relationType":"IsIdenticalTo","relatedIdentifier":"10.6084/m9.figshare.4658797","relatedIdentifierType":"DOI"}],"relatedItems":[],"sizes":["9421731 Bytes"],"formats":[],"version":null,"rightsList":[{"rights":"Creative Commons Attribution 4.0 International","rightsUri":"https://creativecommons.org/licenses/by/4.0/legalcode","schemeUri":"https://spdx.org/licenses/","rightsIdentifier":"cc-by-4.0","rightsIdentifierScheme":"SPDX"}],"descriptions":[{"description":"File 2 includes seven excels, named Data for Time-series regression in 2007 to Data for Time-series regression in 2013 respectively. In specific, we average all the 25 portfolios’ realized jump measures in 2007 as just one series from File 1 in the excel of “Data for Horse running regression in 2007”. The excels constitute jump variables and the other variables, among which value-weighted monthly returns of 25 portfolios are directly from the RESSET database.","descriptionType":"Abstract"}],"geoLocations":[],"fundingReferences":[],"xml":"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","url":"https://figshare.com/articles/dataset/File2_Data_for_Time-series_regression_in_2007_to_2013/4658797/1","contentUrl":null,"metadataVersion":2,"schemaVersion":"http://datacite.org/schema/kernel-4","source":"mds","isActive":true,"state":"findable","reason":null,"viewCount":1,"viewsOverTime":[{"yearMonth":"2026-06","total":1}],"downloadCount":0,"downloadsOverTime":[{"yearMonth":"2026-06","total":0}],"referenceCount":0,"citationCount":0,"citationsOverTime":[],"partCount":0,"partOfCount":0,"versionCount":0,"versionOfCount":0,"created":"2017-02-16T11:38:22.000Z","registered":"2017-02-16T11:38:22.000Z","published":"2017","updated":"2020-09-02T17:17:26.000Z"},"relationships":{"client":{"data":{"id":"figshare.ars","type":"clients"}},"provider":{"data":{"id":"otjm","type":"providers"}},"media":{"data":{"id":"10.6084/m9.figshare.4658797.v1","type":"media"}},"references":{"data":[]},"citations":{"data":[]},"parts":{"data":[]},"partOf":{"data":[]},"versions":{"data":[]},"versionOf":{"data":[]}}}}