Code covered by the BSD License  

Highlights from
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_var(data,type,scheme,interval,nsamples)

Contact us