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

[Drew Harris]

Hi Samit,

I am attempting to create a program to calculate Information Share and
Gonzalo Granger Weights on a 3 or more markets. I was wondering if you had
any luck from Baillie et al. I have read it but I am a novice R programmer
and am a little stumped where to start???

Thanks,

Drew

--
View this message in context: http://r.789695.n4.nabble.com/Calculating-Hasbrouck-s-information-share-and-Gonzalo-Granger-weights-on-R-tp2395838p4634812.html
Sent from the Rmetrics mailing list archive at Nabble.com.