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PortfolioEffectEsti​m - High Frequency Price Estimators & Models Toolbox

version 1.3.0.0 (518 KB) by Aleksey Zemnitskiy
PortfolioEffect MATLAB interface for intraday price analytics with high frequency market data

1 Download

Updated 11 Feb 2016

From GitHub

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MATLAB toolbox for high frequency market microstructure analysis and estimators for price variance, quarticity and noise

Cite As

Aleksey Zemnitskiy (2021). PortfolioEffectEstim - High Frequency Price Estimators & Models Toolbox (https://github.com/PortfolioEffect/PE-Estim-Matlab), GitHub. Retrieved .

Comments and Ratings (1)

harry li

MATLAB Release Compatibility
Created with R2010a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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