Man pages for jonathancornelissen/highfrequencyGSOC
All code written during GSOC 2013 by Giang Nguyen

AJjumptestAit- Sahalia and Jacod (2009) tests for the presence of jumps...
BNSjumptestBarndorff- Nielsen and Shephard (2006) tests for the presence...
highfrequencyGSOC-packageAdditional functionality for the highfrequency package
ivInferenceFunction returns the value, the standard error and the...
JOjumptestJiang and Oomen (2008) tests for the presence of jumps in the...
medRQAn estimator of integrated quarticity from applying the...
minRQAn estimator of integrated quarticity from applying the...
MRCModulated Realized Covariance (MRC): Return univariate or...
rBetaRealized beta: a tool in measuring risk with respect to the...
RKurtRealized kurtosis of highfrequency return series.
rMPVRealized multipower variation (MPV), an estimator of...
RQPVarRealized quadpower variation of highfrequency return series.
RQuarRealized quarticity of highfrequency return series.
RSkewRealized skewness of highfrequency return series.
RsVRealized semivariance of highfrequency return series.
RTPVarRealized tripower variation of highfrequency return series.
jonathancornelissen/highfrequencyGSOC documentation built on May 18, 2017, 6:15 a.m.