Kris Boudt, Onno Kleen, and Emil Sjørup have posted a paper on the highfrequency package to SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3917548 . Thanks for their write-up and work on the package.
Vivek Rao Boston, MA _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
