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GitHub / radusbriciu / Realised-Volatility-Calculator

The workings for a very interesting exercise from the Econometrics of Financial Markets module of the MSc Quantitative Finance 2023/24 course at Bayes Business School (formerly Cass).

JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/radusbriciu%2FRealised-Volatility-Calculator

Stars: 0
Forks: 0
Open Issues: 0

License: None
Language: Jupyter Notebook
Repo Size: 5.32 MB
Dependencies: 0

Created: about 2 months ago
Updated: about 2 months ago
Last pushed: about 2 months ago
Last synced: about 2 months ago

Topics: econometrics, high-frequency-econometrics, intraday-econometrics, realised-volatility, realized-volatility, stochastic-processes, stochastic-volatility, stochastic-volatility-models, volatility-modeling

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No dependencies found