[Gretl-users] Re: intraday stock prices

Hi, Usually, most of high frequency data are not free. Oxford-man realized library used to provide aggregated realized variance series for stock market indices but it stopped providing it last year. I have a link for those datasets and can share here if that helpsr/datascience - Oxford-Man Institute’s Realized Library | | | | r/datascience - Oxford-Man Institute’s Realized Library 4 votes and 3 comments so far on Reddit | | | Best regards, Burak On Wednesday, July 26, 2023 at 01:31:16 PM GMT+1, Paolo Chirico <paolo.chirico(a)uniupo.it&gt; wrote: 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 -- 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 _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/