[Highfrequency-commits] r125 - pkg/highfrequency
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Nov 26 11:22:58 CET 2014
Author: kboudt
Date: 2014-11-26 11:22:57 +0100 (Wed, 26 Nov 2014)
New Revision: 125
Modified:
pkg/highfrequency/DESCRIPTION
Log:
Modified: pkg/highfrequency/DESCRIPTION
===================================================================
--- pkg/highfrequency/DESCRIPTION 2014-11-25 14:54:21 UTC (rev 124)
+++ pkg/highfrequency/DESCRIPTION 2014-11-26 10:22:57 UTC (rev 125)
@@ -2,7 +2,7 @@
Version: 0.4
Date: 2014-11-25
Title: Tools For Highfrequency Data Analysis
-Author: Kris Boudt [aut, cre], Jonathan Cornelissen [aut], Scott Payseur [aut], Giang Nguyen [ctb], Maarten Schermers [ctb]
+Author: Kris Boudt [aut, cre], Jonathan Cornelissen [aut], Scott Payseur [aut], Giang Nguyen [ctb], Maarten Schermer [ctb]
Maintainer: Kris Boudt
<Kris.Boudt at econ.kuleuven.be>
Description: Provide functionality to manage, clean and match highfrequency trades and quotes data, calculate various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.
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