To cite highfrequency in publications use:
Boudt K, Kleen O, Sjørup E (2022). “Analyzing Intraday Financial Data in R: The highfrequency Package.” Journal of Statistical Software, 104(8), 1–36. doi:10.18637/jss.v104.i08.
Corresponding BibTeX entry:
@Article{,
title = {Analyzing Intraday Financial Data in R: The highfrequency
Package},
author = {Kris Boudt and Onno Kleen and Emil Sj{\o}rup},
journal = {Journal of Statistical Software},
year = {2022},
volume = {104},
number = {8},
pages = {1--36},
doi = {10.18637/jss.v104.i08},
}
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