Estimation, simulation, and forecasting using the HAR model from Corsi(2009) <DOI:10.1093/jjfinec/nbp001> and extensions.
The DESCRIPTION file:
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Index: This package was not yet installed at build time.
Maintainer: Emil Sjoerup <firstname.lastname@example.org>
Corsi, F. 2009, A Simple Approximate Long-Memory Model
of Realized Volatility, Journal of Financial Econometrics, 174–196 .
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