Files in highfrequency
Tools for Highfrequency Data Analysis

MD5
DESCRIPTION
NAMESPACE
inst/doc/highfrequency.pdf R/spotvol.r R/JOjumptest.R R/highfrequencyGSOC.R R/BNSjumptest.R R/quantmod_patch.R R/realized.R R/heavyModelC.R R/AJjumptest.R
src/highfrequency.c
src/highfrequency.h
man/sample_qdata.Rd man/previoustick.Rd man/aggregatets.Rd man/sample_5minprices.Rd man/rAVGCov.Rd man/rMPV.Rd man/nozeroprices.Rd man/rMarginal.Rd man/highfrequency-package.Rd man/sample_returns_5min.Rd man/rmoutliers.Rd man/nozeroquotes.Rd man/salesCondition.Rd man/refreshTime.Rd man/mergequotessametimestamp.Rd man/sample_tdata.Rd man/realized_library.Rd man/AJjumptest.Rd man/rmtradeoutliers.Rd man/minRV.Rd man/rHYCov.Rd man/rThresholdCov.Rd man/rBeta.Rd man/sample_qdataraw.Rd man/medRV.Rd man/aggregateQuotes.Rd man/makePsd.Rd man/rmNegativeSpread.Rd man/ExchangeHoursOnly.Rd man/RTPVar.Rd man/MRC.Rd man/tradesCleanupFinal.Rd man/RSkew.Rd man/BNSjumptest.Rd man/quotescleanup.Rd man/JOjumptest.Rd man/RsV.Rd man/matchTradesQuotes.Rd man/convert.Rd man/ivInference.Rd man/tradescleanup.Rd man/sbux.xts.Rd man/getTradeDirection.Rd man/sample_5minprices_jumps.Rd man/rKernelCov.Rd man/aggregatePrice.Rd man/rScatterReturns.Rd man/rOWCov.Rd man/minRQ.Rd man/spotvol.Rd man/RQPVar.Rd man/mergeTradesSameTimestamp.Rd man/rZero.Rd man/rCumSum.Rd man/tqLiquidity.Rd man/rmlargespread.Rd man/autoSelectExchangeQuotes.Rd man/TAQload.Rd man/heavyModel.Rd man/sample_real5minprices.Rd man/medRQ.Rd man/heavyModelC.Rd man/RQuar.Rd man/rAccumulation.Rd man/getPrice.Rd man/rTSCov.rd man/aggregateTrades.Rd man/sample_tdataraw.Rd man/lltc.xts.Rd man/rBPCov.Rd man/rKernel.available.Rd man/makeReturns.Rd man/autoSelectExchangeTrades.Rd man/selectexchange.Rd man/RKurt.Rd man/harModel.Rd man/rRTSCov.rd man/rCov.Rd man/has.Qty.Rd
data/sample_qdataraw.rda
data/lltc.xts.rda
data/sample_real5minprices.rda
data/sample_tdata.rda
data/sample_qdata.rda
data/sample_returns_5min.rda
data/sbux.xts.rda
data/sample_tdataraw.rda
data/realized_library.rda
data/sample_5minprices_jumps.rda
data/sample_5minprices.rda
highfrequency documentation built on March 18, 2018, 2:13 p.m.