AMIM
From MaRDI portal
Software:5983623
Compute the Adjusted Market Inefficiency Measure
Last update: 7 July 2023
Copyright license: MIT license, File License
Software version identifier: 1.0.0
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.
