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Oxford-Man Institute of Quantitative Finance. Library Version 0.2. August 12, 2015. Realised library contains daily non-parametric measures of how volatility financial assets or indexes were in the past. Each days volatility measure depends solely on financial data from that day. They are driven by the use of the latest innovations in econometric modelling and theory to design them, while we draw our high frequency data from the Reuters DataScope Tick History. August 12, 2015. August 12, 2015. Wednesd.
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Home - Oxford-Man Institute Realized Library

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Oxford-Man Institute of Quantitative Finance. Library Version 0.2. August 12, 2015. Realised library contains daily non-parametric measures of how volatility financial assets or indexes were in the past. Each days volatility measure depends solely on financial data from that day. They are driven by the use of the latest innovations in econometric modelling and theory to design them, while we draw our high frequency data from the Reuters DataScope Tick History. August 12, 2015. August 12, 2015. Wednesd.

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This domain realized.oxford-man.ox.ac.uk had the following on the homepage, "Realised library contains daily non-parametric measures of how volatility financial assets or indexes were in the past." Our analyzers observed that the website said " Each days volatility measure depends solely on financial data from that day." The Website also stated " They are driven by the use of the latest innovations in econometric modelling and theory to design them, while we draw our high frequency data from the Reuters DataScope Tick History."

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