118f9b2c7ef2732340ba45d5b9dfcc44 *DESCRIPTION
2a92e656c6205d73a37e4a6406a5ff01 *NAMESPACE
02128030fcee8ac17f805ccc0d8a184d *NEWS.md
17aaab5918877f2b472d64b781035be2 *R/HARmodel.R
3b7b1b1799835ce2f12c601e2c7dc185 *R/HEAVYmodel.R
a969556fb400aa7aa5e791ffff168d1f *R/RcppExports.R
76a04c184e57b33c65c75753f20ec40a *R/data.R
752190da61c11e57d955fd2fe4099dcc *R/dataHandling.R
5ce892848608d53482277f442d935579 *R/driftBursts.R
b8760c9f0b7c92ea523e1fb48f87eeda *R/getDataFromAlphaVantage.R
d11c5336d1ecdfcceef91e08ddcf17b7 *R/highfrequency.R
9b4354188bdc89b6bad88334dc0717dc *R/internal.R
cc7c99047a575230c41ef92ad921859c *R/internalDataHandling.R
c3e8b871ee920eb8aa033402556976cc *R/internalHEAVY.R
07b6ecfc391ce053fe90567a0682caea *R/internalJumpTests.R
8078b256bf1257173b0e61f320d3831d *R/internalPreaveringEstimators.R
40014f3501cdfd5810f6fc4579ebf2ce *R/internalRealizedMeasures.R
6833af7c29d63302f80b015e92e8063b *R/internalSpotVolAndDrift.R
543ea25a84220d7bb3882383d8cc0df1 *R/jumpTests.R
293b71b1c93880810bb76e20824e1c75 *R/leadLag.R
8aed590a8c2ab31875e78079628463da *R/liquidityMeasures.R
03350de1e1a79b2759c92ae29032e584 *R/plotTQData.R
08f1cd7b1caf36eaa307c845c4b8948a *R/rcpp_dynlib_call.R
5c50b2e1426730727e56cfcc70d2b61e *R/realizedMeasures.R
0b1a78ed2fea9f8939599577cc303f58 *R/realizedMeasuresInference.R
2f326e3b75e81e265148a95bbdc1185a *R/spotVolAndDrift.R
8801c2362ea6b8d9d4fc805c0fec64a3 *R/sysdata.rda
23a36595121ce3cf5c60b7c98e04d3f3 *data/SPYRM.rda
5adfee8a98a4f6bf3acf2a93d2267ec7 *data/sampleMultiTradeData.rda
f67d13d4b1c1c16a4b616425a739b295 *data/sampleOneMinuteData.rda
cad6bd5e17f1e34578c32334fabc30df *data/sampleQData.rda
f7fd415c7e3c7ae4677b093bacb3ff11 *data/sampleQDataRaw.rda
d50fd2d34ef224ece9129949f65e42b3 *data/sampleTData.rda
a3b4e165e70fabdbb8e8c2983d01bd15 *data/sampleTDataEurope.rda
475cb8949e731bc0e27b7237649034b0 *data/sampleTDataRaw.rda
7056590ef3924629f6d9a919c99c9e64 *inst/CITATION
beb05e25a23a2924128570b82b1e4c9e *man/AJjumpTest.Rd
477bf152809d1c3ed920ab865e01c4da *man/BNSjumpTest.Rd
61616e3c5e6e34845e23904725bb63fb *man/Bj.Rd
87f83656271c418bb0bcbb5e47bd8319 *man/HARmodel.Rd
db9e708d2ef53d7fa8a4ce49b51c9661 *man/HEAVYmodel.Rd
815605521ccc51b948d4d6c8619573ad *man/ICov.Rd
e197518c7d374ff654d72b54a8f736d2 *man/IVar.Rd
4d5de00b6e5f50071876dbd8a7bb476c *man/IVinference.Rd
cb259fa7c44e5c23da4fafee4c71c392 *man/JOjumpTest.Rd
340e55d2f4a806667f46f8a6257b0b33 *man/RV.Rd
a143e04441b2d628f107c0051edf9950 *man/ReMeDI.Rd
62e23e0caeb5079675acbbbcb64032f4 *man/ReMeDIAsymptoticVariance.Rd
a7c4634fbafecf198ad05550e6128274 *man/SPYRM.Rd
168af9179e3479a1fbd32da05dcea35c *man/aggregatePrice.Rd
2e9825519789ecd993854ace1075d9dd *man/aggregateQuotes.Rd
e27ea3f678a0d0babbc11c490dd6c93c *man/aggregateTS.Rd
9424a164e2b819fb7c85647a51aad4b5 *man/aggregateTrades.Rd
84f1a97eb502ed22dd62d1cc52b5b65a *man/autoSelectExchangeQuotes.Rd
4ba32ed404bc1cb453ce2d7d623909cd *man/autoSelectExchangeTrades.Rd
e0f4998b647a69fc4eeba6c0a8522c5e *man/businessTimeAggregation.Rd
e6a5db19bc9565e0a30c672756db5209 *man/driftBursts.Rd
e7943ba78cdaff9d940146b68ed00af7 *man/exchangeHoursOnly.Rd
f1a80ce15c6fa9e390d60e32b037a2fe *man/gatherPrices.Rd
49e96aa2d1b5d17c19322936fb5f8e85 *man/getAlphaVantageData.Rd
cdd50430ccf6c746c0117282247e0333 *man/getCriticalValues.Rd
76169d691367f21ef6c09f91972ccaef *man/getLiquidityMeasures.Rd
5b10ceb9d3c554e8d13b1bd97e8cf010 *man/getTradeDirection.Rd
f46cfe6ad920d551f2120b9fc7729d15 *man/highfrequency-package.Rd
bb634ee60333a6ee29b5b977e2ec4de5 *man/intradayJumpTest.Rd
30bf4c649a16e8599ed013c6b51e658c *man/knChooseReMeDI.Rd
588f4672b73421bd4f887ed2bfe7cd98 *man/leadLag.Rd
fef99817971c36921d4aa5b63ced1ad3 *man/listAvailableKernels.Rd
8fe7d875cf5565ab82d6a7d818e768e9 *man/listCholCovEstimators.Rd
26ec0920b129c6851060f586249f0f04 *man/makeOHLCV.Rd
a8060df5eecc84f7e1c819c94aeac953 *man/makePsd.Rd
7fda51502aeee83a59758a016b97b24e *man/makeRMFormat.Rd
14990d88fd3760fdef1d2a6a16e083d9 *man/makeReturns.Rd
9b4f47f14e0192b75bc0d4627b7c2c13 *man/matchTradesQuotes.Rd
1ceedc6f79099060d0ee9eb769d50a21 *man/mergeQuotesSameTimestamp.Rd
6294b5d398417be7852033dadb112df2 *man/mergeTradesSameTimestamp.Rd
8dbc3467cd05a59e2b983f678bc81126 *man/mukp.Rd
c86a95e4e37e12c22149d83e4aee207c *man/noZeroPrices.Rd
ab0cb7680b2551fc71bf19b4ecd77763 *man/noZeroQuotes.Rd
8d5ef427ae8ad7400518095e20dce684 *man/plot.DBH.Rd
b4f9ff45848b453f2620818860aab226 *man/plot.HARmodel.Rd
9228224f22d4c069ea965600744e8a93 *man/plot.HEAVYmodel.Rd
c464979fe2c03dec21cc296fdc70f216 *man/plotTQData.Rd
eda30798fdd276c319594096619f2e5f *man/predict.HARmodel.Rd
895d184d4b729a537cf637c3f5d9e602 *man/predict.HEAVYmodel.Rd
2b37b34c0cffcf4d8312b90bd79dfd61 *man/print.DBH.Rd
821a760f85fbd5b18f9c6f178ed91b85 *man/print.HARmodel.Rd
2c554aca8e0dc13b5f90ddc961f9d161 *man/quotesCleanup.Rd
3f9fdd4d7c34fb8c73cf01e285be0564 *man/rAVGCov.Rd
4ea539d3c29220ecb5c58e700d88695f *man/rBACov.Rd
deea35a26fdf9571a4d2448865e0c28c *man/rBPCov.Rd
728dad088273bf76b75f560a83297ee0 *man/rBeta.Rd
ef74a4f097b697286e55a8fc798e55ce *man/rCholCov.Rd
25372024e05027ac6d103421f91425f9 *man/rCov.Rd
ce5cad8b368d9758793dd500b4128402 *man/rHYCov.Rd
4c153cdaa0b10ccdf53a985c6f704f8b *man/rKernelCov.Rd
d28ac25a4c605479842db40de4e2ade3 *man/rKurt.Rd
98f09afdbadef8a52c8c27dc019f15eb *man/rMPV.Rd
fff2c089a00a1650f0b20480e8426174 *man/rMPVar.Rd
67e0b5bc48adbffcd5744871fe59f942 *man/rMRC.Rd
84e353eefc367888243a832984699896 *man/rMRCov.Rd
6e82dcc36412139dfe10f4bab807848f *man/rMedRQ.Rd
9e9f143867bf2ce038607d0629c8382b *man/rMedRQuar.Rd
ae95eae921dbe9909b572a0b2da208c7 *man/rMedRV.Rd
0127d91a32bcbb74961338ba78d31835 *man/rMedRVar.Rd
bb83a2e5efe8fc87143992118dcef5fe *man/rMinRQ.Rd
73f8ae57a95bf78c98e58f6e42a244de *man/rMinRQuar.Rd
5ea55c610fe0d3ee36cf8b9942a49b15 *man/rMinRV.Rd
368e200b76037736280078bdd3214384 *man/rMinRVar.Rd
992fe652a910ded4e99543fcb8230884 *man/rOWCov.Rd
8c5cb2b420a47881883a32fe5f43ee03 *man/rQPVar.Rd
4eedf084ade8ddb3e5acb8e3f08c6021 *man/rQuar.Rd
fc9e506ecbb948d0741807c730ba95ec *man/rRTSCov.Rd
719820e1f25323447f7f8ccc8dccf637 *man/rRVar.Rd
3e73a31920310ac11c6aa56f111dba12 *man/rSV.Rd
40df4bf12610aafc07183c7034a30e30 *man/rSVar.Rd
e415366c47cfa3f53d93259f7419022e *man/rSemiCov.Rd
6f87579e78fc359a34f1fdf1e5bb9cde *man/rSkew.Rd
cc5881b4ef88979f1a09fbd3fddd578a *man/rTPQuar.Rd
4d8fc7bf1040e18cd933c7c203ab02b4 *man/rTSCov.Rd
4d665bcd2143e3ed261cdb6210a0878b *man/rThresholdCov.Rd
26327413f54adc9fc77444996811f72c *man/rankJumpTest.Rd
9622d4f3a8918ff52e582dd83b297728 *man/refreshTime.Rd
ee082d9093c1e047307a003a36e2fcb7 *man/rmLargeSpread.Rd
6b6e7a449ac100a779d8e7157ccb50d0 *man/rmNegativeSpread.Rd
3854ad86f0f2c49d20a8d428ba3f0ed9 *man/rmOutliersQuotes.Rd
678aff9d0f200860516deebc72b284d9 *man/rmOutliersTrades.Rd
c62a5e945335ff23725d1632d2b85bdc *man/rmTradeOutliersUsingQuotes.Rd
42d5fc5f89ae1718ab9360c58143592a *man/salesCondition.Rd
ab9fccd35a0ec8cc52b77874e0275fc2 *man/sampleMultiTradeData.Rd
6762328aa44ddea179fbfe5795a30d05 *man/sampleOneMinuteData.Rd
be71f6e4195e8a737323cbd00dbfec49 *man/sampleQData.Rd
58c2bea8957c98fe6cbac5f68d83c589 *man/sampleQDataRaw.Rd
e78f05fd75311e5f9dd74835197dc053 *man/sampleTData.Rd
39d574a0b1388758f26e3a4306dd3554 *man/sampleTDataEurope.Rd
299ee9736907866d26f4d31c7da96dfa *man/sampleTDataRaw.Rd
95a2fe408fed69762e60c186ee9b6ea6 *man/selectExchange.Rd
78205c8f5f034371d6dbe9ec3eed62a3 *man/spotDrift.Rd
1cd527ac07b8313a489ed9bd163d13d0 *man/spotVol.Rd
efc600de76b897ae66734cb0f7fe605e *man/spreadPrices.Rd
cafe42686b5740c958e048901c16ffb1 *man/summary.HARmodel.Rd
1125b8462450b17704e7361af9e1bafe *man/tradesCleanup.Rd
c888838ad26910ac262802b92a86d5a0 *man/tradesCleanupUsingQuotes.Rd
50feac42a1d4f7b60d67e69a43fc7f62 *man/tradesCondition.Rd
ef7133de715252e09c176941ecd4b854 *src/HARmodel.cpp
9d0cee5e0cf34fc21bdd3884f5960f62 *src/HEAVYmodel.cpp
bbe14c7679fcbb26747f3906d78c2171 *src/Makevars
40f139228735d306fdb28f5f16115521 *src/Makevars.win
a1196be4063d464226f6de22a4e3e420 *src/RcppExports.cpp
efd376b183a04202d96145e296cb3f80 *src/businessTimeSampling.cpp
31d7601adfb8467c2dadebccdd321fd1 *src/driftBursts.cpp
67b04bc1086581a5448f25132a6de19a *src/internals.cpp
a019828777afaf5e056094ef4f1e1245 *src/internals.h
6e4ea07a1bb619a504e5c49e598debcb *src/leadLag.cpp
724003d9a3d015fc39476dee9594c534 *src/realizedMeasures.cpp
95292912253ce34b0edde85765e80f28 *tests/testthat.R
5855845e7152589d62e4b2941061b1ba *tests/testthat/Rplots.pdf
404ca5553d86ee0aa4b298c3042d9bd4 *tests/testthat/test_internals_utilities.R
7c87c6a6bab34a05648eef87e5918cf7 *tests/testthat/tests_data_handling.R
8b93612b6e32ab37c0f88fd56df91898 *tests/testthat/tests_driftBursts.R
002d2ecf8543818e27d025c7b08253b6 *tests/testthat/tests_jump_tests.R
85052d886b7d96142c7e849ea1d636b2 *tests/testthat/tests_leadLag.R
1c632c9379d1b20cf07fc506504bc983 *tests/testthat/tests_liquidity_measures.R
74385067bad9acfad73b02f7c6d91e6d *tests/testthat/tests_models.R
3ac1af56312de4f384102731db5391e1 *tests/testthat/tests_realized_measures.R
8d0142c7101666a9dfdb117c5844bda9 *tests/testthat/tests_spotvol_and_drift.R
