Forecasting Realized Volatility for Crude Oil Futures with High-Frequency Data

Final project for STAT 27400 Nonparametric Inference.

Files:

• Forecasting Realized Volatility for Crude Oil Futures with High-Frequency Data.pdf: Final report file
• Final Project (server).ipynb: Code to generate results from final report
• /data: Folder containing data csv files used and generated by Final Project (server).ipynb