Installation
About
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.
| github.com/gelotran/AMIM | |
| gelotran.github.io/AMIM/ | |
| Bug report | File report |
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