Man pages for jonathancornelissen/highfrequencyGSOC
All code written during GSOC 2013 by Giang Nguyen
| AJjumptest | Ait- Sahalia and Jacod (2009) tests for the presence of jumps... |
| BNSjumptest | Barndorff- Nielsen and Shephard (2006) tests for the presence... |
| highfrequencyGSOC-package | Additional functionality for the highfrequency package |
| ivInference | Function returns the value, the standard error and the... |
| JOjumptest | Jiang and Oomen (2008) tests for the presence of jumps in the... |
| medRQ | An estimator of integrated quarticity from applying the... |
| minRQ | An estimator of integrated quarticity from applying the... |
| MRC | Modulated Realized Covariance (MRC): Return univariate or... |
| rBeta | Realized beta: a tool in measuring risk with respect to the... |
| RKurt | Realized kurtosis of highfrequency return series. |
| rMPV | Realized multipower variation (MPV), an estimator of... |
| RQPVar | Realized quadpower variation of highfrequency return series. |
| RQuar | Realized quarticity of highfrequency return series. |
| RSkew | Realized skewness of highfrequency return series. |
| RsV | Realized semivariance of highfrequency return series. |
| RTPVar | Realized tripower variation of highfrequency return series. |
