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).
econometrics
stochastic-processes
stochastic-volatility-models
realized-volatility
volatility-modeling
stochastic-volatility
realised-volatility
intraday-econometrics
high-frequency-econometrics
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Updated
Apr 7, 2024 - Jupyter Notebook