Skip to content

Latest commit

 

History

History

Folders and files

NameName
Last commit message
Last commit date

parent directory

..
 
 
 
 
 
 
 
 
 
 
Name of QuantLet: XFGrvtsacf

Published in: XFG (3rd Edition)

Description: Plots time evolvement and sample autocorrelation

Keywords: acf, plot, graphical representation, frequency,

See also: 

Author: Nicolas Hautsch, Uta Pigorsch

Submitted: 

Datafile: ibm.dat

Example: Time evolvement and sample autocorrelation function of the realized volatility for IBM.

Image