estimator-class


Class for storing java Estimator object.


classes

nonparametric

PortfolioEffectEstim

 models

R interface to PortfolioEffect cloud service for estimating
high frequency price variance, quarticity, microstructure noise variance,
and other metrics in both aggregate and rolling window flavors.
Constructed estimators could use client-side market data or access
HF intraday price history for all major US Equities.
See <https://www.portfolioeffect.com/> for more information on the
PortfolioEffect high frequency portfolio analytics platform.

Andrey Kostin

High Frequency Price Estimators by PortfolioEffect

estimator-class function

Slots

Class <code>"estimator"</code>

estimator-class: Class `"estimator"`

Description

Arguments

Slots

Examples