PortfolioEffectEstim

swMATH16058CRANPortfolioEffectEstimMaRDI QIDQ27930

High Frequency Price Estimators by PortfolioEffect

Aleksey Zemnitskiy, Oleg Nechaev, Andrey Kostin

Last update: 17 September 2016

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.0, 1.1, 1.2, 1.3, 1.4

Source code repository: https://github.com/cran/PortfolioEffectEstim

This page was built for software: PortfolioEffectEstim