Realized


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Documentation for package ‘realized’ version 0.81

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realized-package Realized Variance, Covariance and Correlation
dates.example Example dates
ge.real.cts General Electric Realized Objects
ge.real.tts General Electric Realized Objects
merge.realizedObject Merging realizedObjects
msft.real.cts Microsoft Realized Objects
msft.real.tts Microsoft Realized Objects
rAccumulation Realized Accumulation Plot
rc.avg Realized Covariance: Average Subsample
rc.hy Hayashi-Yoshida
rc.kernel Realized Covariance: Kernel
rc.naive Realized Covariance
rc.timescale Realized Covariance: Two Timescales
rc.zero Calculates the percentage of co-zero returns at a specified sampling period
rCumSum Plot cummulative returns
realized Realized Variance, Covariance and Correlation
realizedObject realizedObject
rKernel Kernel Function
rKernel.available Available Kernels
rMarginal Maginal Contribution to Realized Estimate
rRealisedVariance Calculate realized variance, covariance, or correlation.
rRealizedVariance Calculate realized variance, covariance, or correlation.
rScatterReturns Scatterplot of aligned returns
rSignature Signature Plots
rv.avg Realized Variance: Average Subsample
rv.kernel Realized Variance: Kernel
rv.naive Realized Variance
rv.timescale Realized Variance: Two Timescales
rv.zero Calculates the percentage of zero returns at a specified sampling period