%0 Generic %A Chang, Patrick %A Pienaar, Etienne A. D %A Gebbie, Tim %D 2020 %T Malliavin-Mancino estimators implemented with the non-uniform fast Fourier transform: Dataset %U https://zivahub.uct.ac.za/articles/dataset/Malliavin-Mancino_estimators_implemented_with_the_non-uniform_fast_Fourier_transform_Dataset/11903442 %R 10.25375/uct.11903442.v1 %2 https://zivahub.uct.ac.za/ndownloader/files/21830268 %2 https://zivahub.uct.ac.za/ndownloader/files/21830271 %K Trade and Quote data %K JSE %K Non-uniform fast Fourier transform %K Malliavin-Mancino estimator %K Processed Data %K Statistics %X Dataset to aid reproducibility for the paper: Malliavin-Mancino estimators implemented with the non-uniform fast Fourier transform.