Volatility Data

[OriginalGoku]

Hi, In the script_download_data.py, the link used to download volatility data is broken

[(https://realized.oxford-man.ox.ac.uk/images/oxfordmanrealizedvolatilityindices.zip)] I have tried to search the web for this and found the following link but not sure if this is the actual data structure used for this project: [https://github.com/jonathancornelissen/highfrequency/blob/master/data-raw/OxfordManRealizedVolatilityIndices.zip]

Can you please confirm that this file is actually what the code will work with?

[Charlie-C137]

I encountered the same problem

[OriginalGoku]

I don't think this project is being maintained actively!