Density Estimation of High-Frequency Financial Data

June 12, 2012
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(This article was first published on The Research Kitchen » R, and kindly contributed to R-bloggers)

Frequently we will want to estimate the empirical probability density function of real-world data and compare it to the theoretical density from one or more probability distributions. The following example shows the empirical and theoretical normal density for EUR/USD high-frequency … Continue reading →

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