API for YalDan/hf.econometrics
High Frequency Econometrics
| Global functions | |
|---|---|
| AJL_JumpTest_2012 | Man page Source code |
| AJ_09_variation | Man page Source code |
| AJ_JumpTest | Man page Source code |
| LM_JumpTest | Man page Source code |
| Vvec | Source code |
| Vvec_trunc | Source code |
| YbarYhat | Source code |
| clean_data | Man page Source code |
| download_crypto_data | Man page Source code |
| gfun | Man page Source code |
| gprimefun | Source code |
| jacod_preaveraging | Man page Source code |
| jump_test | Man page Source code |
| load_and_split | Man page Source code |
| load_csv_dump | Man page Source code |
| make_clean_data_directory | Man page Source code |
| make_data | Man page Source code |
| make_regular_return_file | Man page Source code |
| make_return_file | Man page Source code |
| mfun | Source code |
| preprocess_jump_data | Man page Source code |
| remove_bounceback | Man page Source code |
| remove_consecutive_jumps | Man page Source code |
| rename_raw_files | Man page Source code |
| rho_tilde | Source code |
| rho_vec | Source code |
| split_by_id | Man page Source code |
