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highfrequency
rAVGCov
rAVGCov function
Realized covariances via subsample averaging
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highfrequency package
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Maintainer: Kris Boudt
License: GPL (>= 2)
Last published: 2023-10-04
Useful links
https://github.com/jonathancornelissen/highfrequency/issues
https://github.com/jonathancornelissen/highfrequency