forecast volatility, detect price jumps and investigate microstructure noise and intraday
Packaged: 2018-03-02 23:50:28 UTC; gebruiker

sandwich, robustbase, cubature, mvtnorm, chron, timeDate,
Packaged: 2017-02-15 17:44:48 UTC; scottpayseur

Imports: xts, zoo, Rcpp, RcppArmadillo, graphics, methods, stats,
utils, grDevices, numDeriv, sandwich, robustbase, cubature,
mvtnorm, chron, timeDate, MASS, data.table (>= 1.12.0),
Suggests: covr, FKF, BMS, rugarch, testthat, knitr, rmarkdown

utils, grDevices, robustbase, cubature, mvtnorm, data.table (>=

Author: Kris Boudt [aut, cre] (<https://orcid.org/0000-0002-1000-5142>),

1.12.0), RcppRoll, quantmod, sandwich, numDeriv, Rsolnp

Imports: xts, zoo, Rcpp, graphics, methods, stats, utils, grDevices,
robustbase, cubature, mvtnorm, data.table (>= 1.12.0),
RcppRoll, quantmod, sandwich, numDeriv, Rsolnp
Packaged: 2021-11-02 15:34:35 UTC; onnokleen

person("Kris", "Boudt", , "kris.boudt@ugent.be", role = c("aut", "cre"),
person("Jonathan", "Cornelissen", role = "aut"),
person("Scott", "Payseur", , "Scott.Payseur@gmail.com", role = "aut"),
person("Giang", "Nguyen", role = "ctb"),
robustbase, data.table (>= 1.12.0), RcppRoll, quantmod,
Suggests: mvtnorm, covr, FKF, BMS, rugarch, testthat, knitr, rmarkdown
Packaged: 2022-01-12 22:22:42 UTC; onnokleen

Packaged: 2022-04-20 09:31:33 UTC; onnokleen

Suggests: mvtnorm, covr, FKF, rugarch, testthat, knitr, rmarkdown
Packaged: 2022-05-03 18:55:54 UTC; onnokleen

periodicity. A detailed vignette can be found in the paper
"Analyzing intraday financial data in R: The highfrequency package"
by Boudt, Kleen, and Sjoerup (2022, <doi:10.2139/ssrn.3917548>).
Packaged: 2022-08-17 14:14:06 UTC; onnokleen

"Analyzing Intraday Financial Data in R: The highfrequency Package"
by Boudt, Kleen, and Sjoerup (2022, <doi:10.18637/jss.v104.i08>).
The DOI in the CITATION is for a new Journal of Statistical Software publication that will be registered after publication on CRAN.
A working paper version can be found on SSRN: <doi:10.2139/ssrn.3917548>.
Packaged: 2022-10-26 09:40:08 UTC; onnokleen