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

rData

<p>Calculate the realized tripower quarticity</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

RTQ function

Calculate the realized tripower quarticity — RTQ

Calculate the realized tripower quarticity

RTQ: Calculate the realized tripower quarticity

Description

Usage

Arguments

Value