rKernel.available: Available Kernels

Description Usage Author(s) References See Also Examples

View source: R/realized.R

Description

Returns a vector of the available kernels.

Usage

1

Author(s)

Scott Payseur <scott.payseur@gmail.com>

References

Ole E. Barndorff-Nielsen, Peter Reinhard Hansen, Asger Lunde, and Neil Shephard. Regular and modified kernel-based estimators of integrated variance: The case with independent noise. Working Paper, 2004.

See Also

rKernelCov

Examples

1

highfrequency documentation built on May 31, 2017, 4:34 a.m.