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Update README.md
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TommasoBelluzzo authored Jun 14, 2020
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Expand Up @@ -24,7 +24,15 @@ The minimum Matlab version required is `R2014a`. In addition, the following prod

## Dataset

The example script fetches historical time series for `J.P. Morgan Chase & Co. (JPM)` using `Yahoo! Finance`. Every dataset passed as input argument to `analyze_volatility`, `compare_estimators` and `estimate_volatility` functions should replicate the structure observed in the aforementioned example.
Datasets can be fetched from `Yahoo! Finance` using the function `fetch_data`, or parsed from `Excel` sheets using the function `parse_dataset`. The example script provides a good overview of both approaches.

Every dataset passed as input argument to `analyze_volatility`, `compare_estimators` and `estimate_volatility` functions must be structured as tables of historical time series having the following columns:
- Date (numeric observation dates)
- Open (opening prices)
- High (highest prices)
- Low (lowest prices)
- Close (closing prices)
- Return (log returns)

## Screenshots

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