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.
| 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.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 |
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