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 equation specification in the attached file
For econometric discussions not necessarily related to EViews.
1 post • Page 1 of 1
Who is online
Users browsing this forum: No registered users and 19 guests