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Forecasting the FTSE 100 with high-frequency data: A comparison of realized measures

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Forecasting the FTSE 100 with high-frequency data: A comparison of realized measures

by

Oleg Komarov (view profile)

 

16 Sep 2011 (Updated )

My dissertation for the MSc in Finance & Economics from Warwick Business School

fnc.zip
fnc/20110916_Dissertation.m
fnc/bp.m
fnc/fltmedian.m
fnc/fltout.m
fnc/fltprice.m
fnc/private/fltret.m
fnc/private/mcolon.m
fnc/private/mcolonmex.c
fnc/private/mcolon_install.m
fnc/realized_bpv.m
fnc/realized_semivar.m
fnc/realized_tbpv.m
fnc/realized_tripv.m
fnc/realized_var.m
license.txt

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