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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