piotrek-orlowski/diveRgence: High frequency econometrics -- divergence esitmation

Calculation of (and statistical inference about) realized divergence. Theory in Khajavi, Or{\l}owski, Trojani: ``Realized Divergence''

Getting started

Package details

AuthorPiotr Or{\l}owski
MaintainerPiotr Or{\l}owski <piotrek.orlowski@gmail.com>
LicenseGNU GPL 3.0
Version0.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("piotrek-orlowski/diveRgence")
piotrek-orlowski/diveRgence documentation built on May 25, 2019, 7:14 a.m.