[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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