| DJIRM | Dow Jones Realized Measures |
| HARestimate | HAR estimation |
| HARforecast | HAR forecasting |
| HARForecast-class | HARForecast |
| HARModel-class | HARModel |
| HARModel-package | Heterogeneous Autoregressive Models |
| HARSim-class | HARSim |
| HARsimulate | HAR simulation |
| SP500RM | SP500 Realized Measures |
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