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highfrequency
rTSCov
rTSCov function
Two time scale covariance estimation
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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