Home
Packages
Datasets
Task Views
R resources
Packages
Toggle theme
Toggle Menu
Home
Packages
highfrequency
IVar
IVar function
Estimators of the integrated variance
Copy
highfrequency package
Read PDF manual
Maintainer: Kris Boudt
License: GPL (>= 2)
Last published: 2023-10-04
Useful links
https://github.com/jonathancornelissen/highfrequency/issues
https://github.com/jonathancornelissen/highfrequency