<p>a zoo/xts object containing all returns in period t for one asset.</p>

rdata

<p>An estimator of realized variance.</p>

highfrequency

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

Tools for Highfrequency Data Analysis

RV: An estimator of realized variance.

Description

Usage

Arguments

Value