AMIM
Compute the Adjusted Market Inefficiency Measure
Fast tool to calculate the Adjusted Market Inefficiency Measure following Tran & Leirvik (2019) doi:10.1016/j.frl.2019.03.004. This tool provides rolling window estimates of the Adjusted Market Inefficiency Measure for multiple instruments simultaneously.
- Version1.0.0
- R versionunknown
- LicenseMIT
- LicenseLICENSE
- Needs compilation?No
- Last release07/07/2023
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Team
Vu Le Tran
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- Imports1 package