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Feeds
Submitted
StrategicRuns_v2
demo for Hasbrouck and Saar (2013) strategic run algorithm, more updates to come
7 years ago | 2 downloads |
Submitted
Matlab Thomson Reuters Tick History (TRTH) system API setup
TRTHAPI
9 years ago | 1 download |
Submitted
Bollerslev, Todorov & Li (2013) intraday jump detection algorithm
BTL2013intradayjump
9 years ago | 1 download |
Submitted
Boudt et al (2011) intraday jump detection algorithms
BOUDT(2011)
9 years ago | 1 download |
Submitted
Barndorff-Nielsen & Shephard (2004, 2006) daily jump detection realized measures
BNS2006jump
9 years ago | 3 downloads |
