Hi,
Usually, most of high frequency data are not free. Oxford-man realized library
used to provide aggregated realized variance series for stock market indices
but it stopped providing it last year. I have a link for those datasets and can
share here if that helpsr/datascience - Oxford-Man Institute’s Realized Library
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r/datascience - Oxford-Man Institute’s Realized Library
4 votes and 3 comments so far on Reddit
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Best regards,
Burak
On Wednesday, July 26, 2023 at 01:31:16 PM GMT+1, Paolo Chirico
<paolo.chir...@uniupo.it> wrote:
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
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