AMIM1.0.0 package

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.

Useful links

• https://github.com/gelotran/AMIM/issues
• https://github.com/gelotran/AMIM
• https://gelotran.github.io/AMIM/