Hi,
do you know a site where you can free download high frequency financial
data (like 5-minute price)?
I need it to calculate the daily realized volatility, to be used to
evaluate the goodness of a stochastic volatility model.
Thank you,
Paolo
--
Paolo Chirico
RU e Prof.Agg. di Statistica Economica
Università del Piemonte Orientale
Dip. di Giurisprudenza e Scienze Politiche,
Economiche e Sociali (DIGSPES)
Alessandria, Italia
_______________________________________________
Gretl-users mailing list -- gretl-users@gretlml.univpm.it
To unsubscribe send an email to gretl-users-le...@gretlml.univpm.it
Website:
https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/