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highfrequency (version 0.6.5)

listAvailableKernels: Available Kernels

Description

Returns a vector of the available kernels.

Usage

listAvailableKernels()

Arguments

Value

character vector

References

Ole E. Barndorff-Nielsen, Peter Reinhard Hansen, Asger Lunde, and Neil Shephard (2008). Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise. Econometrica, 76, pp. 1481-1536.

Examples

Run this code
# NOT RUN {
listAvailableKernels
# }

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