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volatilityforecastingpackage: A Financial Volatility Package in Mathematica

6 Replies

This is my list

tempAn.csv

What is the problem?

Thanks for your attention

POSTED BY: André Dauphiné

A very interesting notebook. I have a problem about importing the data I want import my climate data, a simple list What is the solution to transform these list in data to use with your program ? Transform my list in Time serie?

POSTED BY: André Dauphiné

Dear Professor Linares,

The volatility forecasting package allows users to load their own dataset (the package directly supports the CSV format) and transformations on the data are generally not required.

Kindly send your data so that I can see if there is any issue.

Best regards, Noorshanaaz

I am interested in your volatility forecasting package but I am unable to download it. It does not appear to be attached. I was able to recover the notebook;, which, of course does not work without the package. Thank you

POSTED BY: Oscar Linares

Hi Oscar,

At the very end of the main post, you can find the package file thevolatilityforecastingpackage.m attached, click on it and it will start downloading.

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