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

clangkamp christian.langkamp at gmxpro.de
Mon Jan 9 13:12:40 CET 2012

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 Langkamp

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