Man pages for simonsays1980/tim
Estimation of Trade Indicator Models
| estimate_hs | Estimates the model of Huang & Stoll (1997) |
| estimate_hs_mod | Estimates the model of Huang & Stoll (1997) using the... |
| estimate_mrr | Estimates the model of Madhavan, Richardson, and Roomans... |
| estimate_mrr_mod | Estimates the model of Madhavan, Richardson & Roomans (1997)... |
| lee_ready_vec | Applies the Lee & Ready (1991) algorithm |
| nocb_1min_df | Calculates the 1-minute price lead and corresponding... |
| nocb_1min_vec | Calculates the 1-minute price lead |
| nocb_5min_df | Calculates the 5-minute price lead and corresponding... |
| nocb_5min_vec | Calculates the 5-minute price lead |
| price_impact | Compute price impact |
| tim-package | Estimation of Trade Indicator Models |
