News

Additional Markets Available

Friday, 28 October 2011 07:14 PM
The number of assets analyzed has increased to 19 in the latest update. Recent additions include many major European Indices (AEX, IBEX), Brazil's IBOVESPA and Mexico's IPC. This update has also increased the range of available realized measures to include jump robust estimators (Bipower Variation and MedRV) and Realized Semivariance.

Live Data Download

Tuesday, 20 September 2011 01:30 PM
Daily realized measures available for a range of equity indices.

Live Updates

Friday, 12 August 2011 04:33 PM
Live updates of realized measures for the S&P 500. More coming.

Multivariate Realized Data Available

Tuesday, 24 May 2011 11:41 AM
The data from Noureldin, Shephard and Sheppard (2011), which is forthcoming in the Journal of Applied Econometrics is available for download.

Advanced Visualization

Wednesday, 14 October 2009 09:18 PM
The ability to compare multiple series, a highly sought after feature, has been added to the site.

Public Preview

Sunday, 11 October 2009 05:57 PM
The Oxford-Man Realized Library is ready to go.

Private Preview

Thursday, 10 September 2009 11:52 AM
Documentation on data cleaning is added to the site

Site Launch

Tuesday, 08 September 2009 02:38 PM
The Oxford-Man Institute launches a data portal containing its realized measures.