Ask for the realized variance on EUROFIDAI-BEDOFIH financial high frequency data
The EUROFIDAI-BEDOFIH team calculated the realized variance for the following markets:
- London Stock Exchange (LSE) from 2014 to 2018
- Deutsche Boerse Xetra from 2012 to 2017
- AMF Euronext Paris from 2009 to 2016
The calculation of the realized variance for BATS and CHI-X is in progress.
The realized variance is available for daily and high frequency data subscribers, do not hesitate to contact us for any information.