R: Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices

# Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices

## Documentation for package ‘bidask’ version 2.1.5

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package README

## Help Pages

edge | Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
edge_expanding | Expanding Estimates of Bid-Ask Spreads from Open, High, Low, and Close Prices
edge_rolling | Rolling Estimates of Bid-Ask Spreads from Open, High, Low, and Close Prices
sim | Simulation of Open, High, Low, and Close Prices
spread | Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices