PortfolioEffect/PE-Estim-R PortfolioEffect/PE-Estim-R

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    3
  • Rank 3,963,521 (Top 79 %)
  • Language
    R
  • License
    GNU General Publi...
  • Created almost 9 years ago
  • Updated almost 9 years ago
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PortfolioEffect/PE-Estim-R
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PortfolioEffect

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Repository Details

R package for high frequency market microstructure analysis and estimators for price variance, quarticity and noise

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