Man pages for bidask
Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
| AR | Abdi-Ranaldo Estimator |
| bidask-package | bidask: Efficient Estimation of Bid-Ask Spreads from Open,... |
| CS | Corwin-Schultz Estimator |
| EDGE | Efficient Estimation of Bid-Ask Spreads from Open, High, Low,... |
| edge_expanding | Expanding Estimates of Bid-Ask Spreads from Open, High, Low,... |
| edge_rolling | Rolling Estimates of Bid-Ask Spreads from Open, High, Low,... |
| OHLC | OHLC Estimators |
| rfun | Rolling function |
| rmean | Rolling mean |
| ROLL | Roll Estimator |
| rsum | #' Rolling sum |
| sim | Simulation of Open, High, Low, and Close Prices |
| spread | Estimation of Bid-Ask Spreads from Open, High, Low, and Close... |
