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

My dissertation for the MSc in Finance & Economics from Warwick Business School
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Actualizado 5 Mar 2012

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You 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.

Citar como

Oleg Komarov (2024). Forecasting the FTSE 100 with high-frequency data: A comparison of realized measures (https://www.mathworks.com/matlabcentral/fileexchange/32922-forecasting-the-ftse-100-with-high-frequency-data-a-comparison-of-realized-measures), MATLAB Central File Exchange. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2011a
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Más información sobre Financial Toolbox en Help Center y MATLAB Answers.
Agradecimientos

Inspirado por: DataTable, regstats2, Multiple-Colon

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Versión Publicado Notas de la versión
1.3.0.0

Added full suite of files and script of the paper.

1.1.0.0

Edited description and added full package with functions.

1.0.0.0