DriftBurstHypothesis-package: Calculates the Test-Statistic for the Drift Burst Hypothesis
In emilsjoerup/DriftBurstHypothesis: Calculates the Test-Statistic for the Drift Burst Hypothesis
Description
Details
Author(s)
References
Description
Calculates the T-Statistic for the drift burst hypothesis from the working paper Christensen, Oomen and Reno (2018) <DOI:10.2139/ssrn.2842535>. The authors' MATLAB code is available upon request, see: <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2842535>.
Details
The DESCRIPTION file:
This package was not yet installed at build time.
Index: This package was not yet installed at build time.
Author(s)
Emil Sjoerup
Maintainer: Emil Sjoerup <emilsjoerup@live.dk>
References
Christensen, Oomen and Reno (2018) <DOI:10.2139/ssrn.2842535>.
emilsjoerup/DriftBurstHypothesis documentation built on July 20, 2020, 3:08 p.m.
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Description Details Author(s) References
Description
Calculates the T-Statistic for the drift burst hypothesis from the working paper Christensen, Oomen and Reno (2018) <DOI:10.2139/ssrn.2842535>. The authors' MATLAB code is available upon request, see: <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2842535>.
Details
The DESCRIPTION file:
This package was not yet installed at build time.
Index: This package was not yet installed at build time.
Author(s)
Emil Sjoerup
Maintainer: Emil Sjoerup <emilsjoerup@live.dk>
References
Christensen, Oomen and Reno (2018) <DOI:10.2139/ssrn.2842535>.
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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