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

  Date Added: May 04, 2013  |  Visits: 182

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

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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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