Libraries: RealizedVol: range volatility estimators, realized variance and HAR forecasts
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RealizedVol: range volatility estimators, realized variance and HAR forecasts:
Parkinson, Garman-Klass, Rogers-Satchell and Yang-Zhang estimators, daily realized and bipower variance from intraday bars, and HAR volatility forecasts.
Author: Mohamed-amine Baddir