Realized

Documentation for package ‘realized’ version 0.8

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