AMIM: Compute the Adjusted Market Inefficiency Measure

Fast tool to calculate the Adjusted Market Inefficiency Measure following Tran & Leirvik (2019) <doi:10.1016/>. 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>
License: MIT + file LICENSE
NeedsCompilation: no
Materials: README NEWS
CRAN checks: AMIM results


Reference manual: AMIM.pdf


Package source: AMIM_1.0.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
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


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