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