Package: AMIM
Type: Package
Title: Compute the Adjusted Market Inefficiency Measure
Version: 1.0.0
Authors@R: 
    person(given= "Vu Le", family="Tran", email= "gelotran@gmail.com", role = c("aut", "cre","cph"),
           comment = c(ORCID = "https://orcid.org/0000-0002-3593-9611"))
Maintainer: Vu Le Tran <gelotran@gmail.com>
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. 
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
Depends: R (>= 3.10)
RoxygenNote: 7.1.1
Imports: data.table
URL: https://github.com/gelotran/AMIM, https://gelotran.github.io/AMIM/
BugReports: https://github.com/gelotran/AMIM/issues
NeedsCompilation: no
Packaged: 2023-07-07 10:03:49 UTC; Brutus
Author: Vu Le Tran [aut, cre, cph] (<https://orcid.org/0000-0002-3593-9611>)
Repository: CRAN
Date/Publication: 2023-07-07 16:00:02 UTC
Built: R 4.2.0; ; 2023-07-07 17:39:21 UTC; unix
