上市公司特质波动率月度数据stata计算代码和结果2000-2022年五因子方法
数据结果:
stkcd | year | 证券代码 | month | IVOL |
1 | 1994 | 000001 | 1994-01 | 0.025698 |
1 | 1994 | 000001 | 1994-02 | 0.019325 |
1 | 1994 | 000001 | 1994-03 | 0.052798 |
1 | 1994 | 000001 | 1994-04 | 0.102838 |
1 | 1994 | 000001 | 1994-05 | 0.062460 |
1 | 1994 | 000001 | 1994-06 | 0.028274 |
1 | 1994 | 000001 | 1994-07 | 0.043955 |
1 | 1994 | 000001 | 1994-08 | 0.077218 |
1 | 1994 | 000001 | 1994-09 | 0.111712 |
1 | 1994 | 000001 | 1994-10 | 0.053932 |
1 | 1994 | 000001 | 1994-11 | 0.017672 |
1 | 1994 | 000001 | 1994-12 | 0.040440 |
1 | 1995 | 000001 | 1995-01 | 0.031540 |
1 | 1995 | 000001 | 1995-03 | 0.030127 |
1 | 1995 | 000001 | 1995-04 | 0.026032 |
1 | 1995 | 000001 | 1995-05 | 0.072983 |
1 | 1995 | 000001 | 1995-06 | 0.029278 |
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