Hello everyone,
I'm wondering if operators for irregulary-spaced time series are available.
Examples are those inhomogenous operators introduced in "Operators on
*inhomogeneous
time
series*<http://www.bilokon.co.uk/archive/academic/papers/finance/Zumbach2000.pdf>"
by G. Zumbach et. al.
It seems that all of those operators are included in S+FinMetrics for
S-Plus, but cannot find any resources for R.
I was thinking of reading S+FinMetrics implementation, but I don't have an
access to S-Plus so don't know how I should proceed.
If no package is yet available, it would be nice to get some advice from you
experts where I should start.
Thanks,
Jiwon
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