listCholCovEstimators

<p>Utility function listing the available estimators for the CholCov estimation</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

listCholCovEstimators function

Utility function listing the available estimators for the CholCov estimation — listCholCovEstimators

Utility function listing the available estimators for the CholCov estimation

listCholCovEstimators: Utility function listing the available estimators for the CholCov estimation

Description

Usage

Arguments

Value