Boudt K, Kleen O, Sjørup E. Analyzing Intraday Financial Data in R: The highfrequency Package. J. Stat. Soft. [Internet]. 2022 Oct. 27 [cited 2024 Apr. 25];104(8):1-36. Available from: https://www.jstatsoft.org/index.php/jss/article/view/v104i08