AMIM: Compute the Adjusted Market Inefficiency Measure

Fast tool to calculate the Adjusted Market Inefficiency Measure following Tran & Leirvik (2019) <doi:10.1016/j.frl.2019.03.004>. This tool provides rolling window estimates of the Adjusted Market Inefficiency Measure for multiple instruments simultaneously.

Version: 1.0.0
Depends: R (≥ 3.10)
Imports: data.table
Published: 2023-07-07
Author: Vu Le Tran ORCID iD [aut, cre, cph]
Maintainer: Vu Le Tran <gelotran at gmail.com>
BugReports: https://github.com/gelotran/AMIM/issues
License: MIT + file LICENSE
URL: https://github.com/gelotran/AMIM, https://gelotran.github.io/AMIM/
NeedsCompilation: no
Materials: README NEWS
CRAN checks: AMIM results

Documentation:

Reference manual: AMIM.pdf

Downloads:

Package source: AMIM_1.0.0.tar.gz
Windows binaries: r-devel: AMIM_1.0.0.zip, r-release: AMIM_1.0.0.zip, r-oldrel: AMIM_1.0.0.zip
macOS binaries: r-release (arm64): AMIM_1.0.0.tgz, r-oldrel (arm64): AMIM_1.0.0.tgz, r-release (x86_64): AMIM_1.0.0.tgz

Linking:

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