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0.01.10
Added a volatility estimation file.
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0.01.09
Reworked the build system so that I can install the packages.
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0.01.07
Added some code to simulate from the Cox-Ingersoll-Rox Model.
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0.01.08
The previous installation got confused.
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0.01.06
Modified the build scripts slightly. I can now build the package using the cmake build system.
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0.01.05
Moved some files to more reasonably places and deleted some files that I am no longer using.
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0.01.04
Deleted the li_simulation_code folder and the todo.md list.
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0.01.03
Added some results on the local predictable quadratic covariation estimation and rewrote the abstract and introduciton.
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0.01.01
I just talked to Jesus about the paper. I am currently adding local jump volatiltiy estimator.