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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
DOI: 10.32614/CRAN.package.AMIM
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, r-oldrel (x86_64): AMIM_1.0.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=AMIM to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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