summary.HARmodel

<p>An object of class <code>HARmodel</code></p>

object

<p>Summary for <code>HARmodel</code> objects</p>

Provide functionality to manage, clean and match highfrequency
trades and quotes data, calculate various liquidity measures, estimate and
forecast volatility, detect price jumps and investigate microstructure noise and intraday
periodicity.

Kris Boudt

highfrequency

Tools for Highfrequency Data Analysis

Jonathan Cornelissen

Scott Payseur

Giang Nguyen

Onno Kleen

Emil Sjoerup

summary.HARmodel function

Summary for <code>HARmodel</code> objects — summary.HARmodel

Summary for <code>HARmodel</code> objects

summary.HARmodel: Summary for `HARmodel` objects

Description

Usage

Arguments

Value