Teaching Material
Syllabus
Slides: Part I, Part II, Part III, Part IV, Part V, Part VI_a, Part VI_b, Part VI_c
Literature
R Codes: Part I, Part II, Part III, Part IV
Datafile: MSFT, CHF/AUD, T-Bills, REITs
R libraries: highfrequency (tutorial here)
R tutorials: R for Econometrics