[R] High Frequency Financial Calculations

jIowa bawazer_3 at yahoo.com
Fri Dec 14 00:47:57 CET 2007


Does anyone know of a package for High Frequency Data analysis.
Particularly I'd like to find something over any of the following topics:
     ACD (Autoregressive Conditional Duration) - Engle
     HARCH - Muller
     UHF-GARCH (Ultra High Frequency GARCH) - Engle

thanks!
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