83ac8d31a2db633fae46e47401c18d80 *DESCRIPTION
b4fc0b7fba860bfbc993e53da69120fc *NAMESPACE
2b5a01e9c5115bb75ccb8496c3396c7e *R/highfrequencyGSOC.R
8d09dd3584d39112e56c4f197d3c82d2 *R/quantmod_patch.R
1d987e4d8461654607f88c4221636c31 *R/realized.R
e098305f466d125f809505cbfa9cd003 *R/spotvol.r
6ef41cce5751787d69ea7f7f2864ce82 *data/datalist
191dec187e7d03d6f4c8019849986087 *data/lltc.xts.rda
f63179d7f0d073ca31411521a5e84154 *data/realized_library.RData
220c1cfa8c1bd5c2f4956c66a27e9006 *data/sample_5minprices.RData
041333aaf038451bb7b72a18c0378982 *data/sample_5minprices_jumps.RData
1416ddb6cca6fa7da0d4b56c1c576721 *data/sample_qdata.RData
4488ee5c78612d1c7bf97f00f6aa8fa6 *data/sample_qdataraw.RData
ff1638d15fb7a94ffd6ffc6563ece635 *data/sample_real5minprices.RData
764b69b876f88861f2d10d9764dd81e3 *data/sample_returns_5min.rda
3926b43645495b503c0b59a59d51a329 *data/sample_tdata.RData
8b412d272afaaddc28f39d9c15423606 *data/sample_tdataraw.RData
7f7e620ad23d5820e0bc017eb4ab830a *data/sbux.xts.rda
9359e95136ae2e16137ef72f22c43182 *man/AJjumptest.Rd
60b1ccb6bb31286808ea5cf1a0b75442 *man/BNSjumptest.Rd
b48c56b16f55c97da7a6af3b26020520 *man/ExchangeHoursOnly.Rd
185a78f8544768e770329a5b72f256c2 *man/JOjumptest.Rd
9f0177c03cd0c1c981abbdf68ffd7f8d *man/MRC.Rd
d3ae770bd0576973ad3b573f575f9b52 *man/RKurt.Rd
546be1b6824cff062dbd3387024eb726 *man/RQPVar.Rd
bfeb64e1f34a88120c74281b6c723473 *man/RQuar.Rd
0d62395b547df1b462f8bae05d891e6f *man/RSkew.Rd
1a3a44c36ad7b0d847897b5ed8e27825 *man/RTPVar.Rd
74b081c588d70fa5cd93bd57ae82cbfd *man/RsV.Rd
c88f917f1b96f2461a78eb4e7077ac65 *man/TAQload.Rd
3e70752a6bcf25c921aafb397141f054 *man/aggregatePrice.Rd
790fd30fac372cff430b3ffc6322e415 *man/aggregateQuotes.Rd
5570bdaa55487d09ef75bbbc20cddd92 *man/aggregateTrades.Rd
c9e6ea88d05cc3c6a662b6f6d676fc76 *man/aggregatets.Rd
3a5dd80018287ca9b61c27682df456f9 *man/autoSelectExchangeQuotes.Rd
12c557c800c9fe253d63ea737b28f6d2 *man/autoSelectExchangeTrades.Rd
4c716e63ebc3aaa416c89c3e9640fe14 *man/convert.Rd
ce84567850f82caf8e746b3a27e75ab8 *man/getPrice.Rd
70091ff5f3f71bcd57bb8329a4a2e5d1 *man/getTradeDirection.Rd
0db6600f6ea9f7694443d66eedd8db0a *man/harModel.Rd
043f44eac7cd84707d7dc47e6fb61d05 *man/has.Qty.Rd
46f59f4ec633d71a4de0180cef906d5c *man/heavyModel.Rd
d54f26ef2144bf041090037aee17ec3d *man/heavyModelC.Rd
1a4a15c2337550e3343fd7388b925d93 *man/highfrequency-package.Rd
61d6ececf76f2287ae4d9fbf3e96e3a9 *man/ivInference.Rd
b4f204867be6b0decd0e3ba3b013b8fd *man/lltc.xts.Rd
c8e9656f6d45cebb091538b7144180d3 *man/makePsd.Rd
23d2a59364a32013747c56010f1c7e44 *man/makeReturns.Rd
565635cc50ddd7ca18af024d8229826b *man/matchTradesQuotes.Rd
fb0cd88fa1692f7259f3cf11266ada93 *man/medRQ.Rd
3791a05d06358f549066a3a0ba18d332 *man/medRV.Rd
ac04399c81d5f0148fcf5154c6386fec *man/mergeTradesSameTimestamp.Rd
1b3af7209208335f8cc6afdc326bfb6c *man/mergequotessametimestamp.Rd
86d4c6b481e1c2ff49b1c4a8ce57af2c *man/minRQ.Rd
5265a6fa0bfe482c087385ab5f1dcc42 *man/minRV.Rd
482a4f26786e7534927087a49d1ca8d1 *man/nozeroprices.Rd
10e57a583c239f72c8ea886df26aabea *man/nozeroquotes.Rd
93494cc92e9770a59c17d18a2909e3ff *man/previoustick.Rd
c9f20b61e8c6ed4ae8952469138e136d *man/quotescleanup.Rd
566803694e670fa3e4150bd1880f7ff4 *man/rAVGCov.Rd
10c9d5774c1799163847937a18f3ee95 *man/rAccumulation.Rd
9fa0e2364c2778a7313562870699736c *man/rBPCov.Rd
08043ad4bcd609756c3d5374cfd35d39 *man/rBeta.Rd
2b6609c4e508ca2adcc9a6718f9db0c6 *man/rCov.Rd
266838704db53b1262cdb21061c92f2d *man/rCumSum.Rd
681072364e60df4c31d0a43680283afc *man/rHYCov.Rd
8a19678054b973e0d0b566b3843d0c2c *man/rKernel.available.Rd
7929fb8db1ac826a182c631ff9966c39 *man/rKernelCov.Rd
e62693c663fd9e6ec5f6e7d150d7efa2 *man/rMPV.Rd
f1db2a613cd68911129e48b771a1f0c7 *man/rMarginal.Rd
b9e3b17a1583c4dd7e4bebe309c3acd0 *man/rOWCov.Rd
da3a325ec036f73edc100e1f8a775ca1 *man/rRTSCov.rd
a2c4b5218572356dbe9ccf6784076526 *man/rScatterReturns.Rd
11051135825f2a4aee414bc016042fd8 *man/rTSCov.rd
1f00604c197082f3cb120782eb8646ff *man/rThresholdCov.Rd
5e360074a6037b8ceba6f2de4401fec8 *man/rZero.Rd
ef532646bec1f098a1cb5301c7aa8d62 *man/realized_library.Rd
9e3104c863c171bbcff5633ed7ff39fd *man/refreshTime.Rd
68c38207243145a53ff3b0c47fd3bbaf *man/rmNegativeSpread.Rd
33cc23b4e25af882053426f2c6d87fc6 *man/rmlargespread.Rd
1adaf90252773c5f3b818e840492f6a5 *man/rmoutliers.Rd
aa996d3313df71271aad4100d26f6bbd *man/rmtradeoutliers.Rd
fe5b1d50697a83ed93d26ca80a87a104 *man/salesCondition.Rd
4efb08152c7ab3268c08d4dceb7602d7 *man/sample_5minprices.Rd
547ba87fd4ca741c4f6bf9e29fc5b877 *man/sample_5minprices_jumps.Rd
57e94565538d102a6858ec892daae0a7 *man/sample_qdata.Rd
6883acc2f7f621d55c46bb91450ea0b9 *man/sample_qdataraw.Rd
0c7c1f43d42fbb11e2d2a24fa9ce36e3 *man/sample_real5minprices.Rd
2e5c2977036ba8416f290c149e16ef5b *man/sample_returns_5min.Rd
d7823e08d06d4a6701cc43d99c30b857 *man/sample_tdata.Rd
07c2f01e10d1c7c8f7f9dd1bf62cb208 *man/sample_tdataraw.Rd
5392c22144f709e8c022cbe37775a630 *man/sbux.xts.Rd
286c053ae4c762f1a10568f42723f0c5 *man/selectexchange.Rd
3a87ad9c864299f1fbeea1acc20f7c7e *man/spotvol.Rd
d4bf9d57f5e748d17b79cf7d3daf455a *man/tqLiquidity.Rd
6a67a4479e6e8d6016ca38196d3c855e *man/tradesCleanupFinal.Rd
61435e8e29e8daae3fa75b27c2142220 *man/tradescleanup.Rd
9ab194728a516e4e915bb73d6de99730 *src/highfrequency.c
fa732ba5e2cf638e560e3097beeb2677 *src/highfrequency.h
7e16df0d136cc7a051614514cc3a371d *vignettes/highfrequency.pdf
