jonathancornelissen/highfrequency issues and pull requests

#102 - documentation of rThresholdCov

Issue - State: open - Opened by onnokleen 6 months ago

#101 - Version 1.0.1

Pull Request - State: open - Opened by onnokleen over 1 year ago

#100 - Errors with data.table for rMinRVar and rMPVar

Issue - State: closed - Opened by fcocquemas over 1 year ago - 3 comments

#99 - Error when DIRECTION is all 1s.

Issue - State: open - Opened by imitationsasquatch over 1 year ago - 2 comments

#98 - Help with docs and intraday jumps

Issue - State: closed - Opened by MislavSag over 1 year ago - 1 comment

#97 - Function BNSjumpTest() can not work with IVestimator = "rThresholdCov"

Issue - State: closed - Opened by TigerZhao007 over 1 year ago - 1 comment

#96 - exchangeHoursOnly doesn't work for xts

Issue - State: open - Opened by jacekszandula almost 2 years ago - 2 comments

#95 - JSS publication

Pull Request - State: closed - Opened by onnokleen over 2 years ago

#94 - Performance issue with exchangeHoursOnly and alternative

Issue - State: closed - Opened by MislavSag over 2 years ago - 3 comments

#93 - Compatibility with new CRAN checks

Pull Request - State: closed - Opened by onnokleen over 2 years ago

#92 - Interpreting the result from `aggregateQuotes`

Issue - State: closed - Opened by stucash over 2 years ago - 1 comment

#91 - Is the parzen kernel implemented correctly

Issue - State: closed - Opened by travis-leith over 2 years ago - 2 comments

#90 - quotesCleanUp to deal with quotes data from SIP source

Issue - State: closed - Opened by stucash over 2 years ago - 5 comments

#89 - CRAN version 0.9.4

Pull Request - State: closed - Opened by onnokleen almost 3 years ago

#88 - Import `FKF::fkf` or use it conditionally in `stochPer()` and `loglikBM()`

Issue - State: closed - Opened by joshuaulrich almost 3 years ago - 4 comments

#87 - update after CRAN checks

Pull Request - State: closed - Opened by onnokleen almost 3 years ago

#86 - Lead-lag estimation is not symmetric.

Pull Request - State: closed - Opened by emilsjoerup almost 3 years ago

#85 - How to choose a suitable realized volatility estimator

Issue - State: closed - Opened by fecet almost 3 years ago - 1 comment

#84 - lead-lag now supports non-integer lags.

Pull Request - State: closed - Opened by emilsjoerup almost 3 years ago

#83 - Update with fix for noZeroPrices

Pull Request - State: closed - Opened by onnokleen about 3 years ago

#82 - Missing noZeroPrices function

Issue - State: closed - Opened by Tigrosso about 3 years ago - 5 comments

#81 - Preparation for submission of vignette

Pull Request - State: closed - Opened by onnokleen over 3 years ago

#80 - Error in min(selection):max(selection) while using the vol function

Issue - State: open - Opened by MislavSag over 3 years ago - 2 comments

#79 - Fix #75 and #76

Pull Request - State: closed - Opened by emilsjoerup over 3 years ago

#78 - Update to formatting in unit tests

Pull Request - State: closed - Opened by emilsjoerup over 3 years ago

#77 - Confusion in rCholCov about (log)prices

Issue - State: closed - Opened by kboudt over 3 years ago - 1 comment

#76 - aggregateTS changes input object

Issue - State: closed - Opened by MislavSag over 3 years ago - 1 comment

#75 - Volume bars using businessTimeAggregation function

Issue - State: closed - Opened by MislavSag over 3 years ago - 3 comments

#74 - "op" only defined for volEstimator = "RM",

Pull Request - State: closed - Opened by nblbmra over 3 years ago

#73 - Remove constant in threshold

Pull Request - State: closed - Opened by nblbmra over 3 years ago

#72 - Version 0.9.0

Pull Request - State: closed - Opened by emilsjoerup over 3 years ago

#71 - Installation Error

Issue - State: closed - Opened by englianhu over 3 years ago - 4 comments

#70 - missing convert function

Issue - State: closed - Opened by patricklucescu almost 4 years ago - 2 comments

#69 - AJjumpTest and BNSjumpTest market open and close time

Issue - State: closed - Opened by waynelapierre almost 4 years ago - 7 comments

#68 - Lee-Mykland jump test

Issue - State: closed - Opened by waynelapierre almost 4 years ago - 16 comments

#67 - rKernelCov generating negative result for 15 minutes intraday open-close log return (demeaned)

Issue - State: closed - Opened by stucash almost 4 years ago - 6 comments

#66 - More changes

Pull Request - State: closed - Opened by emilsjoerup almost 4 years ago - 1 comment

#65 - POSIXct is very slow

Issue - State: closed - Opened by waynelapierre almost 4 years ago - 3 comments

#64 - 24/7 trading period

Issue - State: closed - Opened by waynelapierre almost 4 years ago - 4 comments

#63 - bac, har fix, renaming

Pull Request - State: closed - Opened by emilsjoerup almost 4 years ago

#62 - rBACov

Pull Request - State: closed - Opened by emilsjoerup almost 4 years ago - 2 comments

#61 - #Make CRAN happy again

Pull Request - State: closed - Opened by emilsjoerup about 4 years ago

#60 - Small changes

Pull Request - State: closed - Opened by emilsjoerup about 4 years ago

#59 - quick change

Pull Request - State: closed - Opened by emilsjoerup about 4 years ago - 1 comment

#58 - Update to version 0.8.0

Pull Request - State: closed - Opened by emilsjoerup about 4 years ago - 1 comment

#57 - initial value in 'vmmin' is not finite

Issue - State: closed - Opened by MislavSag about 4 years ago - 3 comments

#56 - Performance question

Issue - State: closed - Opened by waynelapierre over 4 years ago - 4 comments

#55 - Is this tutorial up to date?

Issue - State: closed - Opened by waynelapierre over 4 years ago - 3 comments

#54 - Improve context in tests

Issue - State: closed - Opened by emilsjoerup over 4 years ago - 1 comment

#53 - 0.7.0.1

Pull Request - State: closed - Opened by emilsjoerup over 4 years ago

#52 - idiosyncratic jump

Issue - State: closed - Opened by waynelapierre over 4 years ago - 3 comments

#51 - 0.7.0

Pull Request - State: closed - Opened by emilsjoerup over 4 years ago - 1 comment

#50 - cojump test

Issue - State: closed - Opened by waynelapierre over 4 years ago - 7 comments

#49 - 0.7.0

Pull Request - State: closed - Opened by emilsjoerup over 4 years ago - 1 comment

#48 - Release 0.7.0 PR

Pull Request - State: closed - Opened by emilsjoerup over 4 years ago - 1 comment

#47 - Final evaluation

Pull Request - State: closed - Opened by emilsjoerup over 4 years ago - 1 comment

#46 - Tick data vendor

Issue - State: closed - Opened by MislavSag over 4 years ago - 1 comment

#45 - GSoC 2020 first evaluation

Pull Request - State: closed - Opened by emilsjoerup over 4 years ago

#44 - GSoC 2020 first evaluation PR

Pull Request - State: closed - Opened by emilsjoerup over 4 years ago - 1 comment

#43 - Github url added to CRAN description & lubridate update

Pull Request - State: closed - Opened by onnokleen almost 5 years ago - 1 comment

#42 - Consistent function names

Issue - State: closed - Opened by kboudt almost 5 years ago - 1 comment

#41 - Add Newey-West standard errors to harModel class?

Issue - State: closed - Opened by onnokleen almost 5 years ago - 1 comment

#40 - New badges, upcoming lubridate release

Pull Request - State: closed - Opened by onnokleen almost 5 years ago

#39 - update aggregatets()

Pull Request - State: closed - Opened by emilsjoerup almost 5 years ago - 2 comments

#38 - Another issue in aggregatets

Issue - State: closed - Opened by emilsjoerup almost 5 years ago - 1 comment

#37 - Unexpected behaviour in function aggregatets()?

Issue - State: closed - Opened by emilsjoerup almost 5 years ago

#36 - Bug fix and realized library update

Pull Request - State: closed - Opened by onnokleen almost 5 years ago

#35 - Missing functionality for realized regressions. Missing cholcov implementation.

Issue - State: closed - Opened by kboudt almost 5 years ago

#34 - Functionality to deal with Euronext intraday data

Issue - State: closed - Opened by kboudt almost 5 years ago - 1 comment

#33 - Lead/lag relationships implementation for GSoC

Issue - State: closed - Opened by emilsjoerup about 5 years ago - 1 comment

#32 - Changes in releases 0.6.3 and 0.6.4

Pull Request - State: closed - Opened by onnokleen about 5 years ago

#31 - BNSjumptest error?

Issue - State: closed - Opened by c00kiemonster about 5 years ago - 2 comments

#30 - pdflatex error with corrected formulas & better documentation for exchanges argument

Pull Request - State: closed - Opened by onnokleen about 5 years ago

#29 - Rd created using devtools::document()

Pull Request - State: closed - Opened by onnokleen about 5 years ago

#28 - description file

Pull Request - State: closed - Opened by onnokleen about 5 years ago

#27 - Roxygen 7, updated test, spotvol naming convention

Pull Request - State: closed - Opened by onnokleen about 5 years ago