CS: Corwin-Schultz Estimator
In bidask: Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
CS R Documentation
Corwin-Schultz Estimator
Description
Corwin-Schultz Estimator
Usage
CS(x, width = nrow(x), method, sign, na.rm)
bidask documentation built on Sept. 11, 2024, 9 p.m.
R Package Documentation
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| CS | R Documentation |
Corwin-Schultz Estimator
Description
Corwin-Schultz Estimator
Usage
CS(x, width = nrow(x), method, sign, na.rm)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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