Name : R-bidask
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Version : 2.0.6
| Vendor : obs://build_opensuse_org/devel:languages:R
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Release : lp153.1.1
| Date : 2024-09-10 01:33:35
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Group : Development/Libraries/Other
| Source RPM : R-bidask-2.0.6-lp153.1.1.src.rpm
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Size : 0.93 MB
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Packager : (none)
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Summary : Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
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Description :
Implements an efficient estimator of bid-ask spreads from open, high, low, and close prices as described in Ardia, Guidotti, & Kroencke (2024) < doi:10.1016/j.jfineco.2024.103916>. It also provides an implementation of the estimators described in Roll (1984) < doi:10.1111/j.1540-6261.1984.tb03897.x>, Corwin & Schultz (2012) < doi:10.1111/j.1540-6261.2012.01729.x>, and Abdi & Ranaldo (2017) < doi:10.1093/rfs/hhx084>.
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RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |