Fractal Volatility through Variation Index

2 Mar 2012

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Hello,

I am new in Matlab. I am interesting in how to apply this Fractal Volatility through Variation Index, published by Han, original link: http://www.mathworks.com/matlabcentral/fileexchange/32399

Can somebody explain or give an example with similar function how to apply this index.

Thanks, Alex

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