Reference page for the FEX submission related to my Dissertation (MSc in Finance & Economics 2010/11)
Link to the code on FEX: MATLAB code
Link to the paper on SSRN: Forecasting the FTSE 100 with high-frequency data: A comparison of realized measures
Some stats from SSRN on my paper (using Trendy: http://www.mathworks.com/matlabcentral/trendy/plots/741)
CONTENT OF SUBMISSION
Brief contents of the submission:
where the dots after realized_ indicate that there are several realized measures: var, semivar, bpv, tbpv, tripv.
The private folder contains:
Other needed submissions
FUNCTION TODO LIST
ANALYSIS TODO LIST
Feedback of ANY kind is welcome.
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