8f0e7a131de967b8ef03b0d342cce872 *DESCRIPTION
df00720edccf1658e07a9cf8b7072ae8 *NAMESPACE
8716af3b4593d6d3aefb85e88cc97719 *NEWS.md
b0e864f980e149a4438f0eb904429492 *R/HARmodel.R
aec57e63e38543375375ea8949f924d0 *R/HEAVYmodel.R
a969556fb400aa7aa5e791ffff168d1f *R/RcppExports.R
76a04c184e57b33c65c75753f20ec40a *R/data.R
25912eb9c944b98d648976d32063cb01 *R/dataHandling.R
f50ae2e4ab90a399e871a2e5d7b563d7 *R/driftBursts.R
b8760c9f0b7c92ea523e1fb48f87eeda *R/getDataFromAlphaVantage.R
d11c5336d1ecdfcceef91e08ddcf17b7 *R/highfrequency.R
536c120a92b03cd2097722964653ee89 *R/internal.R
cc7c99047a575230c41ef92ad921859c *R/internalDataHandling.R
c3e8b871ee920eb8aa033402556976cc *R/internalHEAVY.R
07b6ecfc391ce053fe90567a0682caea *R/internalJumpTests.R
8078b256bf1257173b0e61f320d3831d *R/internalPreaveringEstimators.R
6c17c74fd8926e8f1d206ee789b759b2 *R/internalRealizedMeasures.R
b379e284f979f6b4a699fb4b2cb14a7d *R/internalSpotVolAndDrift.R
a76318736dda7f46eabf965130ea95ca *R/jumpTests.R
293b71b1c93880810bb76e20824e1c75 *R/leadLag.R
d982f2b771444537f56dbe5605f04055 *R/liquidityMeasures.R
03350de1e1a79b2759c92ae29032e584 *R/plotTQData.R
08f1cd7b1caf36eaa307c845c4b8948a *R/rcpp_dynlib_call.R
6f6ce1eddd57c85e88aa4bdaf55e78c7 *R/realizedMeasures.R
0b1a78ed2fea9f8939599577cc303f58 *R/realizedMeasuresInference.R
79396df8c5590b5fc1a536675f338922 *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
cdd37d9d907decd4228cf326ded1b7c3 *man/AJjumpTest.Rd
477bf152809d1c3ed920ab865e01c4da *man/BNSjumpTest.Rd
61616e3c5e6e34845e23904725bb63fb *man/Bj.Rd
b3c77f52e93baa3978c1a7f32d6df84c *man/HARmodel.Rd
41f466b21995f31649be314a7f605b5f *man/HEAVYmodel.Rd
815605521ccc51b948d4d6c8619573ad *man/ICov.Rd
e197518c7d374ff654d72b54a8f736d2 *man/IVar.Rd
4d5de00b6e5f50071876dbd8a7bb476c *man/IVinference.Rd
cb259fa7c44e5c23da4fafee4c71c392 *man/JOjumpTest.Rd
b44cd9bd71881aa1834393b32eb30904 *man/MDtest.Rd
17dab0206d5a7b1109bdc977782c0389 *man/RBPCov_bi.Rd
340e55d2f4a806667f46f8a6257b0b33 *man/RV.Rd
5cf056d7be59c74d825a16b270f6286b *man/ReMeDI.Rd
988b7da1f617f9565793cbd02427867a *man/ReMeDIAsymptoticVariance.Rd
a7c4634fbafecf198ad05550e6128274 *man/SPYRM.Rd
336b7e6ec2d7b486738685e624e04309 *man/aggregatePrice.Rd
2e9825519789ecd993854ace1075d9dd *man/aggregateQuotes.Rd
e27ea3f678a0d0babbc11c490dd6c93c *man/aggregateTS.Rd
9424a164e2b819fb7c85647a51aad4b5 *man/aggregateTrades.Rd
84f1a97eb502ed22dd62d1cc52b5b65a *man/autoSelectExchangeQuotes.Rd
4ba32ed404bc1cb453ce2d7d623909cd *man/autoSelectExchangeTrades.Rd
71560ff0578cda1ff01731b932741901 *man/businessTimeAggregation.Rd
20f4c113cb68735508ec350682696ce0 *man/cholCovrMRCov.Rd
f49d9b5d39c6ed10449e13525e20e1b2 *man/driftBursts.Rd
e7943ba78cdaff9d940146b68ed00af7 *man/exchangeHoursOnly.Rd
f1a80ce15c6fa9e390d60e32b037a2fe *man/gatherPrices.Rd
49e96aa2d1b5d17c19322936fb5f8e85 *man/getAlphaVantageData.Rd
cdd50430ccf6c746c0117282247e0333 *man/getCriticalValues.Rd
e6021047dba3c1b7993ade15c0374e20 *man/getLiquidityMeasures.Rd
96ed930cc0c709922cfb2422a89e5233 *man/getTradeDirection.Rd
f46cfe6ad920d551f2120b9fc7729d15 *man/highfrequency-package.Rd
bb634ee60333a6ee29b5b977e2ec4de5 *man/intradayJumpTest.Rd
707c11fd90b84dc1c1d0ee34efa92776 *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
8c7dfeb45a2280d12e2893f7c2d557ec *man/plot.DBH.Rd
3f5a728c54a507af47af84f4fd0a55ec *man/plot.HARmodel.Rd
02be322c84fcd73c726ec841b05edfba *man/plot.HEAVYmodel.Rd
c464979fe2c03dec21cc296fdc70f216 *man/plotTQData.Rd
8e849ed2a2fee74e5fa370efa94f0a62 *man/predict.HARmodel.Rd
895d184d4b729a537cf637c3f5d9e602 *man/predict.HEAVYmodel.Rd
9b90386831ea6f884d3aab7839e6f107 *man/print.DBH.Rd
821a760f85fbd5b18f9c6f178ed91b85 *man/print.HARmodel.Rd
290d2093f93beee9e35e6c57e4d75e53 *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
f5ee098bfbba7978a7522b4f3d5e717d *man/rQPVar.Rd
4eedf084ade8ddb3e5acb8e3f08c6021 *man/rQuar.Rd
fc9e506ecbb948d0741807c730ba95ec *man/rRTSCov.Rd
719820e1f25323447f7f8ccc8dccf637 *man/rRVar.Rd
3e73a31920310ac11c6aa56f111dba12 *man/rSV.Rd
40df4bf12610aafc07183c7034a30e30 *man/rSVar.Rd
c5d9e23257982981a8649ee003ccadf6 *man/rSemiCov.Rd
6f87579e78fc359a34f1fdf1e5bb9cde *man/rSkew.Rd
cc5881b4ef88979f1a09fbd3fddd578a *man/rTPQuar.Rd
840f4813799e12de925f4fbbd1988342 *man/rTSCov.Rd
01b691d931a29d47f1a2c8e9ce14337d *man/rThresholdCov.Rd
26327413f54adc9fc77444996811f72c *man/rankJumpTest.Rd
9622d4f3a8918ff52e582dd83b297728 *man/refreshTime.Rd
ee082d9093c1e047307a003a36e2fcb7 *man/rmLargeSpread.Rd
6b6e7a449ac100a779d8e7157ccb50d0 *man/rmNegativeSpread.Rd
981ebc0a94b86b5d4b93230bc2800a72 *man/rmOutliersQuotes.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
403b0c65318141e35f9dba30ecb3b814 *man/spotDrift.Rd
90aa4eed3918daeca916c119a95b39d7 *man/spotVol.Rd
efc600de76b897ae66734cb0f7fe605e *man/spreadPrices.Rd
cafe42686b5740c958e048901c16ffb1 *man/summary.HARmodel.Rd
1125b8462450b17704e7361af9e1bafe *man/tradesCleanup.Rd
ae22f9585995a1055a2d6bcbbf58932c *man/tradesCleanupUsingQuotes.Rd
50feac42a1d4f7b60d67e69a43fc7f62 *man/tradesCondition.Rd
ef7133de715252e09c176941ecd4b854 *src/HARmodel.cpp
9d0cee5e0cf34fc21bdd3884f5960f62 *src/HEAVYmodel.cpp
6d3da9cf6a2b984628631b65687fe63e *src/Makevars
15570717c2f61f5db63cfdedb447668e *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
f16b01177f2d3875ad7c69371692b705 *tests/testthat/Rplots.pdf
cee779b04c5880561b248787fb24fb41 *tests/testthat/test_internals_utilities.R
2f84e6342168cbe379c57c5bc2b68cbc *tests/testthat/tests_data_handling.R
523cb4892b2de7abed2a68c81d6aab06 *tests/testthat/tests_driftBursts.R
9333b131f8cf672b3629952597ad0b5b *tests/testthat/tests_jump_tests.R
ce7a2dba2bbcb6c7a0101d20ed1687c3 *tests/testthat/tests_leadLag.R
0d05892eacb924e1f6c08ed55b9b683a *tests/testthat/tests_liquidity_measures.R
9690c8e9e154462eb27a2fc218b2f0fd *tests/testthat/tests_models.R
7331a49eaa02c35fc2ed8891053dde84 *tests/testthat/tests_realized_measures.R
c93e6209b6f45191c91908ea58a51f06 *tests/testthat/tests_spotvol_and_drift.R
