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. A detailed vignette can be found in the open-access paper
"Analyzing Intraday Financial Data in R: The highfrequency Package"
by Boudt, Kleen, and Sjoerup (2022, <doi:10.18637/jss.v104.i08>).

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