onnokleen Goto Github PK
Name: Onno Kleen
Type: User
Location: Heidelberg, Germany
Blog: https://onnokleen.de
Onno Kleen's Projects
alfred
An R-package for obtaining real-time data from ALFRED database
crypto-index
Market index for cryptocurrencies
harforest
highfrequency
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.
mfgarch
An R package for using mixed-frequency GARCH models
scoringrules
scoring rules to evaluate probabilistic forecasts
volatility-forecasting
https://www.volatility-forecasting.de/
volatilityforecasting
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