AMIM

cranv1.0.0

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.

License MIT + file LICENSE0 versions1 maintainers1 deps61 weekly dl
gelotran/AMIM
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0/25
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0/20
popularity
25/25
security
6/15
maturity
2/15
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First published · 2023-07-07 16:45:26

Last updated · 2023-07-07T15:00:02+00:00