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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.
Getting started
Browse package contents
Package details |
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| Author | Vu Le Tran [aut, cre, cph] (<https://orcid.org/0000-0002-3593-9611>) |
| Maintainer | Vu Le Tran <gelotran@gmail.com> |
| License | MIT + file LICENSE |
| Version | 1.0.0 |
| URL | https://github.com/gelotran/AMIM https://gelotran.github.io/AMIM/ |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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