[R-SIG-Finance] Calculating Hasbrouck's information share and Gonzalo-Granger weights on R

[clangkamp]

Dear Nidhi
how did you fare in the end with the information share and the
Gonzalo-Granger weights ? Did you finalize the code ?
Do you by any chance know whether code for these items is available within a
standard R econometrics packages ?

Best wishes
Christian

-----
Christian Langkamp
christian.langkamp-at-gmxpro.de

--
View this message in context: http://r.789695.n4.nabble.com/Calculating-Hasbrouck-s-information-share-and-Gonzalo-Granger-weights-on-R-tp2395838p4278272.html
Sent from the Rmetrics mailing list archive at Nabble.com.