mukp

<p>## mukp: to use when p,k different from range [4,6]</p>

internal

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

mukp function

## mukp: to use when p,k different from range [4,6] — mukp

## mukp: to use when p,k different from range [4,6]

mukp: ## mukp: to use when p,k different from range [4,6]

Description

Usage

Arguments