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- Fri Feb 16, 2018 10:38 am
- Forum: Econometric Discussions
- Topic: Intraday data code
- Replies: 0
- Views: 1949
Intraday data code
Hi there, I am conducting a research that uses hourly frequency data starting from 1/3/2012 0:00 up to 2/9/2018 23:00. I am just wondering how to code an equation that calculates the realized bipower variation (RBV) model of Barndorff-Nielsen and Shephard (2004) on a daily basis. Please see the equa...