Files in bidask
Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices

MD5

NAMESPACE

DESCRIPTION

LICENSE

R/ar.R R/roll.R R/edge.R R/cs.R R/ohlc.R R/sim.R R/spread.R R/utils.R

inst/CITATION

inst/doc/bidask.R inst/doc/bidask.Rmd

inst/doc/bidask.html

inst/extdata/msft.csv

build/vignette.rds

build/partial.rdb

tests/testthat.R tests/testthat/test-edge.R vignettes/bidask.Rmd man/AR.Rd man/spread.Rd man/rsum.Rd man/OHLC.Rd man/rfun.Rd man/bidask-package.Rd man/ROLL.Rd man/edge_rolling.Rd man/edge_expanding.Rd man/EDGE.Rd man/sim.Rd man/CS.Rd man/rmean.Rd

bidask documentation built on April 3, 2025, 8:49 p.m.

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