Open MislavSag opened 2 years ago
The QuantTools package is not supported anymore but I think I found your error. It could be that there are too many zero-returns at the same time across days. I'll improve the error messages.
Hello, thanks for the answer. This is an old issue, but I will try again soon since I have just starterd to work with highfrequency package few days before, after some time.... I want close an issue, since you said you will add some error messages...
Hi,
I am trying to use
businessTimeAggregation
function withvol
(volatility) as measure:but got an error:
I have also tried with more than 50days of data, but got the same error.