GetHFData: a R package for downloading and aggregating high frequency trading data from Bovespa
Year of publication: |
July-September 2016
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Authors: | Perlin, Marcelo Scherer ; Ramos, Henrique P. |
Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 14.2016, 3, p. 443-478
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Subject: | high frequency data | Bovespa | market microstructure | R | reproducible research | Marktmikrostruktur | Market microstructure | Elektronisches Handelssystem | Electronic trading | Volatilität | Volatility | Börsenkurs | Share price |
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