financial

Hi, Im working on a financial project that is the past calculated its number on quarterly basis. It would then also have a 4-quarters ended calculation as well. However now we need to run the calculations on rolling quarter basis, in other words every month we run the data for the pervious 4...

Hello, Im currently writing my bachelor thesis in statistical finance and i have run into a small problem. I want to evaluate forcasts from my GARCH with realized intraday volatility. The intraday data is Tick-data over a certain period. The date column is presented as for example 2011-11-01...