is there an error in that? I cant seem to beable to download it. Downloaded one of your other ones no probelm
your great, just gave you a follow on tos. Thanks for providing. I will tell you if I find any problems with it
would you mind sharing the tos code?
But can't realized vol depend on the model and time frame you use? Ie. Crude could have a low close to close vol because it always closed close to...
From experience which is the most efficient. I always find the GARCH family models over estimate realized vol. Heres a great website to use for...
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