| Name : R-AMIM
| |
| Version : 1.0.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.5
| Date : 2024-06-14 11:13:33
|
| Group : Development/Libraries/Other
| Source RPM : R-AMIM-1.0.0-lp153.1.5.src.rpm
|
| Size : 0.04 MB
| |
| Packager : (none)
| |
| Summary : Compute the Adjusted Market Inefficiency Measure
|
Description :
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
