Man pages for bidask
Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices

ARAbdi-Ranaldo Estimator
bidask-packagebidask: Efficient Estimation of Bid-Ask Spreads from Open,...
CSCorwin-Schultz Estimator
EDGEEfficient Estimation of Bid-Ask Spreads from Open, High, Low,...
OHLCOHLC Estimators
rmeanRolling mean
ROLLRoll Estimator
rsumRolling sum
simSimulation of Open, High, Low, and Close Prices
spreadEstimation of Bid-Ask Spreads from Open, High, Low, and Close...
bidask documentation built on Sept. 11, 2024, 9 p.m.