Forecasting the FTSE 100 with high-frequency data: A comparison of realized measures 1.0

Date Added: May 04, 2013 | Visits: 392

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My dissertation for the MSc in Finance & Economics from Warwick Business SchoolYou can find the .pdf of the dissertation on SSRN: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1933936 The description of the submission is available on the forum Answers: http://www.mathworks.com/matlabcentral/answers/17226 WARNINGS:* the mcolon by Bruno Luong is slightly adapted to my needs (no change in the engine). * The script fot the dissertation and bp.m have the path to the data hardcoded. I cannot re-distribute the data, however you're free to add some of your own and change the path accordingly (future releases may be more general). You can post feedback/requests here or on the forum.

Requirements: No special requirements

Platforms: Matlab

Keyword: Change, Engine, Feedbackrequests, General, Hardcoded, Redistribute, Script

Users rating: 0/10

License: Shareware

Size: 10 KB

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FORECASTING THE FTSE 100 WITH HIGH-FREQUENCY DATA: A COMPARISON OF REALIZED MEASURES RELATED

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