Description Usage Arguments Details
Functions for calculating realized univariate divergences with power pow
, and the variance of the estimates. Use string "rUKurt"
to call via rDivEngine
functions
1 |
rdata |
an |
pow |
|
makeReturns |
boolean, should be |
align.by |
|
align.period |
|
... |
Arguments passed on to |
The most important arguments to pass go aggregatePrice
are marketopen
and marketclose
, see documentation therein. The default values are different from our test data set.
rDivInference
calculates the estimator and asymptotic variance based on the feasible estimator in Khajavi, Or\lowski and Trojani (2015).
rDivTrueInference
calculates the estimator and the infeasible asymptotic variance based on jump data from simulation.
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