Is there any way to analyse high frequency data in R like
cleaning,manipulation and volatility etc.I know there are packages like
RTAQ and Realized for analysing high frequency data but they are only valid
for NYSE stocks and have well defined data format.
Please help.
[[alternative HTML version deleted]]
______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
