Package: bidask
Type: Package
Title: Efficient Estimation of Bid-Ask Spreads from Open, High, Low,
        and Close Prices
Version: 1.0.0
Authors@R: c(
    person(given = "Emanuele", family = "Guidotti", email = "emanuele.guidotti@unine.ch", role = c("aut", "cre"), comment = c(ORCID = "0000-0002-8961-6623")),
    person(given = "David", family = "Ardia", role = c("ctb"), comment = c(ORCID = "0000-0003-2823-782X")),
    person(given = "Tim", family = "Kroencke", role = c("ctb"), comment = c(ORCID = "0000-0001-8700-356X"))
  )
Description: Implements an efficient estimation procedure of bid-ask spreads from open, high, low, and close prices
  as described in Ardia-Guidotti-Kroencke <https://www.ssrn.com/abstract=3892335>. 
  Moreover, it provides an implementation of the estimators proposed in 
  Roll (1984) <doi:10.1111/j.1540-6261.1984.tb03897.x>, 
  Corwin-Schultz (2012) <doi:10.1111/j.1540-6261.2012.01729.x>,
  and Abdi-Ranaldo (2017) <doi:10.1093/rfs/hhx084>.
License: GPL-3
URL: https://github.com/eguidotti/bidask
BugReports: https://github.com/eguidotti/bidask/issues
Encoding: UTF-8
Imports: xts, zoo
RoxygenNote: 7.1.2
NeedsCompilation: no
Packaged: 2022-05-10 20:28:52 UTC; eguidotti
Author: Emanuele Guidotti [aut, cre] (<https://orcid.org/0000-0002-8961-6623>),
  David Ardia [ctb] (<https://orcid.org/0000-0003-2823-782X>),
  Tim Kroencke [ctb] (<https://orcid.org/0000-0001-8700-356X>)
Maintainer: Emanuele Guidotti <emanuele.guidotti@unine.ch>
Repository: CRAN
Date/Publication: 2022-05-10 22:10:02 UTC
Built: R 4.1.2; ; 2022-05-11 10:24:38 UTC; unix
