IVhat_f: IV estimate based on 20 minute RV estimates
In muffin1974/lobster: This package helps to handle, read-in and analyze data from the lobster high-frequency data universe
Description
IV estimate based on 20 minute RV estimates
Usage
1
IVhat_f(rftprices)
Arguments
rftprices
Refresh time sampled (log) prices (xts object with N columns (assets) and T rows (observations))
muffin1974/lobster documentation built on May 23, 2019, 8:20 a.m.
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Description
IV estimate based on 20 minute RV estimates
Usage
1 | IVhat_f(rftprices)
|
Arguments
rftprices |
Refresh time sampled (log) prices (xts object with N columns (assets) and T rows (observations)) |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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