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 version≥ 3.10
- LicenseMIT
- LicenseLICENSE
- Needs compilation?No
- Last release07/07/2023
Documentation
Team
Vu Le Tran
Insights
Last 30 days
This package has been downloaded 335 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 8 times.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
This package has been downloaded 3,743 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Jul 21, 2024 with 143 downloads.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Imports1 package