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PortfolioEffectEstim - MaRDI portal

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PortfolioEffectEstim (Q27930)

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High Frequency Price Estimators by PortfolioEffect
Language Label Description Also known as
English
PortfolioEffectEstim
High Frequency Price Estimators by PortfolioEffect

    Statements

    instance of
    R package
    0 references
    last update
    17 September 2016
    0 references
    author
    Andrey Kostin
    0 references
    Aleksey Zemnitskiy
    0 references
    Oleg Nechaev
    0 references
    depends on software
    methods
    0 references
    PortfolioEffectHFT
    0 references
    programmed in
    R
    0 references
    imports
    rJava
    0 references
    software version identifier
    1.0
    publication date
    13 November 2015
    0 references
    1.1
    publication date
    7 December 2015
    0 references
    1.2
    publication date
    4 February 2016
    0 references
    1.3
    publication date
    27 July 2016
    0 references
    1.4
    publication date
    17 September 2016
    0 references

    Identifiers

    swMATH work ID
    16058
    0 references
    CRAN project
    PortfolioEffectEstim
    end time
    17 September 2016
    0 references
     
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