Provide functionality to manage, clean and match highfrequency trades and quotes data, calculate various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.
|Author||Kris Boudt [aut, cre], Jonathan Cornelissen [aut], Scott Payseur [aut], Giang Nguyen [ctb], Maarten Schermer [ctb]|
|Date of publication||2015-07-10 10:41:02|
|Maintainer||Kris Boudt <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on R-Forge|
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