GitHub - yools56/Neural-Network-based-HAR-models: R code and Realized Volatility (RV) series set for fitting NN-based-HAR models to multinational RV series.

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R code and Realized Volatility (RV) series set for fitting NN-based-HAR models to multinational RV series.

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Name		Name	Last commit message	Last commit date
Latest commit History 5 Commits
HAR-NN-example.R		HAR-NN-example.R
HAR-NN-library.R		HAR-NN-library.R
OxfordManRealizedVolatilityIndices(20160928).xlsx		OxfordManRealizedVolatilityIndices(20160928).xlsx

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R code and Realized Volatility (RV) series set for fitting NN-based-HAR models to multinational RV series.

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