Hi,
do you know a site where you can free download high frequency financial
data (like 5-minute price)?
I need it to calculate the daily realized volatility, to be used to
evaluate the goodness of a stochastic volatility model.
Thank you,
Paolo
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Paolo Chirico
RU e Prof.Agg. di Statistica Economica
Università del Piemonte Orientale
Dip. di Giurisprudenza e Scienze Politiche,
Economiche e Sociali (DIGSPES)
Alessandria, Italia