intradayModel
Modeling and Forecasting Financial Intraday Signals
Models, analyzes, and forecasts financial intraday signals. This package currently supports a univariate state-space model for intraday trading volume provided by Chen (2016) doi:10.2139/ssrn.3101695.
- Version0.0.1
- R version≥ 2.10
- LicenseApache License (== 2.0)
- Needs compilation?No
- intradayModel citation info
- Last release05/22/2023
Documentation
Team
Daniel P. Palomar
Shengjie Xiu
Show author detailsRolesAuthorYifan Yu
Show author detailsRolesAuthor
Insights
Last 30 days
Last 365 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Imports7 packages
- Suggests6 packages