[R] High Frequency Financial Calculations

From: jIowa <bawazer_3_at_yahoo.com>
Date: Thu, 13 Dec 2007 15:47:57 -0800 (PST)

Does anyone know of a package for High Frequency Data analysis. Particularly I'd like to find something over any of the following topics:

     ACD (Autoregressive Conditional Duration) - Engle
     HARCH - Muller
     UHF-GARCH (Ultra High Frequency GARCH) - Engle

thanks!

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