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.
Version: 1.0.0 Depends: R (≥ 3.10) Imports: data.table Published: 2023-07-07 DOI: 10.32614/CRAN.package.AMIM Author: Vu Le Tran [aut, cre, cph] Maintainer: Vu Le Tran <gelotran at gmail.com> BugReports: https://github.com/gelotran/AMIM/issues License: MIT + file LICENSE URL: https://github.com/gelotran/AMIM, https://gelotran.github.io/AMIM/ NeedsCompilation: no Materials: README, NEWS CRAN checks: AMIM results Documentation: Reference manual: AMIM.html , AMIM.pdf Downloads: Package source: AMIM_1.0.0.tar.gz Windows binaries: r-devel: AMIM_1.0.0.zip, r-release: AMIM_1.0.0.zip, r-oldrel: AMIM_1.0.0.zip macOS binaries: r-release (arm64): AMIM_1.0.0.tgz, r-oldrel (arm64): AMIM_1.0.0.tgz, r-release (x86_64): AMIM_1.0.0.tgz, r-oldrel (x86_64): AMIM_1.0.0.tgz Linking:Please use the canonical form https://CRAN.R-project.org/package=AMIM to link to this page.
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