Emil Sjørup

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Analyzing intraday financial data in R: The highfrequency package

Number of pages: 39 Posted: 07 Sep 2021 Last Revised: 28 Oct 2022
Kris Boudt, Onno Kleen and Emil Sjørup
Ghent University, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and affiliation not provided to SSRN
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Abstract:

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financial markets, high-frequency data, realized measures, jumps, R