Files in highfrequency
Tools for Highfrequency Data Analysis
DESCRIPTION
NAMESPACE
vignettes/highfrequency.pdf
R/spotvol.r
R/highfrequencyGSOC.R
R/quantmod_patch.R
R/realized.R
src/highfrequency.c
src/highfrequency.h
man/sample_qdata.Rd
man/previoustick.Rd
man/aggregatets.Rd
man/sample_5minprices.Rd
man/rAVGCov.Rd
man/rMPV.Rd
man/nozeroprices.Rd
man/rMarginal.Rd
man/highfrequency-package.Rd
man/sample_returns_5min.Rd
man/rmoutliers.Rd
man/nozeroquotes.Rd
man/salesCondition.Rd
man/refreshTime.Rd
man/rTPQuar.Rd
man/mergequotessametimestamp.Rd
man/sample_tdata.Rd
man/realized_library.Rd
man/AJjumptest.Rd
man/rmtradeoutliers.Rd
man/minRV.Rd
man/rQPQuar.Rd
man/rHYCov.Rd
man/rThresholdCov.Rd
man/rBeta.Rd
man/sample_qdataraw.Rd
man/medRV.Rd
man/aggregateQuotes.Rd
man/makePsd.Rd
man/rmNegativeSpread.Rd
man/ExchangeHoursOnly.Rd
man/RTPVar.Rd
man/MRC.Rd
man/tradesCleanupFinal.Rd
man/RSkew.Rd
man/BNSjumptest.Rd
man/quotescleanup.Rd
man/JOjumptest.Rd
man/RsV.Rd
man/matchTradesQuotes.Rd
man/convert.Rd
man/ivInference.Rd
man/tradescleanup.Rd
man/sbux.xts.Rd
man/getTradeDirection.Rd
man/sample_5minprices_jumps.Rd
man/rKernelCov.Rd
man/aggregatePrice.Rd
man/rScatterReturns.Rd
man/rOWCov.Rd
man/minRQ.Rd
man/spotvol.Rd
man/RQPVar.Rd
man/mergeTradesSameTimestamp.Rd
man/rZero.Rd
man/rCumSum.Rd
man/tqLiquidity.Rd
man/rmlargespread.Rd
man/autoSelectExchangeQuotes.Rd
man/TAQload.Rd
man/heavyModel.Rd
man/sample_real5minprices.Rd
man/medRQ.Rd
man/heavyModelC.Rd
man/RQuar.Rd
man/rAccumulation.Rd
man/getPrice.Rd
man/rTSCov.rd
man/aggregateTrades.Rd
man/sample_tdataraw.Rd
man/lltc.xts.Rd
man/rBPCov.Rd
man/rKernel.available.Rd
man/makeReturns.Rd
man/autoSelectExchangeTrades.Rd
man/selectexchange.Rd
man/RKurt.Rd
man/harModel.Rd
man/rRTSCov.rd
man/rCov.Rd
man/has.Qty.Rd
data/sample_qdata.RData
data/sample_tdataraw.RData
data/sample_5minprices.RData
data/lltc.xts.rda
data/sample_tdata.RData
data/sample_qdataraw.RData
data/sample_returns_5min.rda
data/sample_5minprices_jumps.RData
data/sbux.xts.rda
data/realized_library.RData
data/datalist
data/sample_real5minprices.RData
