PortfolioEffectEsti​m - High Frequency Price Estimators & Models Toolbox

PortfolioEffect MATLAB interface for intraday price analytics with high frequency market data
299 Downloads
Updated 11 Feb 2016

MATLAB toolbox for high frequency market microstructure analysis and estimators for price variance, quarticity and noise

Cite As

Aleksey Zemnitskiy (2024). PortfolioEffectEstim - High Frequency Price Estimators & Models Toolbox (https://github.com/PortfolioEffect/PE-Estim-Matlab), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2010a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
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Versions that use the GitHub default branch cannot be downloaded

Version Published Release Notes
1.3.0.0

- Updated Manual

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.