AMIM
Compute the Adjusted Market Inefficiency Measure
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.0 |
2026-04-09 windows/windows R-4.5 | AMIM_1.0.0.zip |
44.3 KiB |