Build volatility forecasting model
Budget: $30 – $250 USD
Hi,
I would like someone to build a volatility forecasting model (ideally in excel) using the HARQ-RV-SJ and MIDAS models. Happy to supply any data that is required.
On top of this I would also like a sheet to calculate intraday realised vol using Bipower Variation (5-min) and realised kernal variation (if possible).
I would like someone to build a volatility forecasting model (ideally in excel) using the HARQ-RV-SJ and MIDAS models. Happy to supply any data that is required.
On top of this I would also like a sheet to calculate intraday realised vol using Bipower Variation (5-min) and realised kernal variation (if possible).