<t>I have written matlab code for 100 days forecast of variance by using high frequency data. Following is the code . Is it a write procedure that I am following Or something wrong with it? Could someone consider this post please.data can also be provided upon asking. Thanksy1=epsilon; %%% Returns f...

<t>I have written matlab code for 100 days forecast of variance by using high frequency data. Following is the code . Is it a write procedure that I am following Or something wrong with it? Could someone consider this post please.data can also be provided upon asking. Thanksy1=epsilon; %%% Returns f...

Hi, Does anybody have code for flexible Fourier form for removing intraday periodicity in 5min high frequency data.thanks

Sorry, I did not find anything

Now Its working, thanks to all who reply!

Hi, I have good background in mathematics and studied financial mathematics and Econometric.Does Any body have good research plan in economics and finance field which could become a publication in some moderate journal.

<t>Thank you for your reply, Actually the second formula works But have given the same constant dates.Actually I have one year exchange rate data 15 mint interval not daily. So there are about 96 observation in one dayso the date should remain constant until 96 observation and similar procedure for ...

<t>Hi, I have high frequency 15 mint interval data which have date and time together in one column in Excel . I need towrite only dates without time. I try to do it but as I drag down the date it does not match with the original dates because of 15 mint interval high frequency data. What should I do...

Dear Culverin, Which direction should I go as I have background in mathematics and studied mathematical finance courses and some econometrics courses.If you have any Idea we could go on.reg

<t>Actually I am doing PhD from university of Rome italy and I am Modeling exchange rate volatility using Arfima Figarch model.My supervisor told me that the work that i am doing might not be a publication. Therefore, i am trying to write in way that itwould become a publication and I don't have any...

Dear participantsI would like to work for writing an paper in the field of Arfima -Figarch field.If any one of you have any idea in that field then I would like to work.

Dear ParticipantsI would like to write paper about Arfima-figarch and related field. If any of you have any Idea in this field I would like to work. Please write me here, at my e mail naeem787@gmail.com