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

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

realized_tripv(data,type,scheme,interval,nsamples,threshold)

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