{"entities":{"Q109054":{"pageid":110523,"ns":120,"title":"Item:Q109054","lastrevid":105589352,"modified":"2026-10-10T18:03:26Z","type":"item","id":"Q109054","labels":{"en":{"language":"en","value":"bidask"}},"descriptions":{"en":{"language":"en","value":"Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"438d0eef0223375d3a92def8ffc6a10a8bf1ca95","datavalue":{"value":{"entity-type":"item","numeric-id":57080,"id":"Q57080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q109054$FA12FDA1-FBFE-4F31-9AD6-AE83AF777380","rank":"normal"}],"P132":[{"mainsnak":{"snaktype":"value","property":"P132","hash":"2cd9663599cb012c24c42164f1aeb49c4d6af9f9","datavalue":{"value":"1.0.0","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"0ef1a5dc3ffed41523f6fac98834a12dab2a5b9b","datavalue":{"value":{"time":"+2022-05-10T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q109054$29D8511B-A600-415B-9C73-9D4044E06BC4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"10edd141e119b3c38cc2aa087b8fe5922cd0eea3","datavalue":{"value":"0.1.0","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"837bc3912e68c80895b26e4dcc78c9f39b1564e0","datavalue":{"value":{"time":"+2021-07-26T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q109054$BA738738-4B23-4B31-930F-6D18F0AE30E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"dd764dabaf036ec40584882b7f9127cdfd73d125","datavalue":{"value":"0.1.1","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"3fa622351c9dbc7b7a891fa25d235c8f79af6e3a","datavalue":{"value":{"time":"+2022-02-01T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q109054$4FE03345-5203-4092-99BA-3B233CACF3DE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"2cd9663599cb012c24c42164f1aeb49c4d6af9f9","datavalue":{"value":"1.0.0","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"33eb095e7a11594535a14f244480079f6a32a297","datavalue":{"value":{"time":"+2022-05-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q109054$DC89096B-A1D0-48A6-8DBD-94A8D98DD7CA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"64de38b91c68bda6392af8b219c611ddca07554c","datavalue":{"value":"2.0.0","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"066d1477c8c2dc8167e035c2af02788021afe714","datavalue":{"value":{"time":"+2023-12-12T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q109054$5884FC85-92FD-4CCB-B3AE-EE727337B8C9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"fdd7ef4280e267c42334d877f9e75b8c4423673d","datavalue":{"value":"2.0.2","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"42aca45583ca3308496e813b3eeb4f0a9614a556","datavalue":{"value":{"time":"+2023-12-17T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q109054$9F5C86DF-4E98-4C97-8F0B-1FADD5F0BE92","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"b542975f358e64266fc8bf3287bc018a1e05a763","datavalue":{"value":"PACKAGES.rds","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"bdab782bc09c5c1d8687a0515dd3ffbe9dda94be","datavalue":{"value":{"time":"+2026-07-09T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q109054$2D73D80B-09E7-4AB2-97D0-8C04FB46301C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"13960a5e29745d728107b0ea7463f01d2b443597","datavalue":{"value":"2.0.4","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"36db9f04f6a35cbfa935c11729241521f759d6fb","datavalue":{"value":{"time":"+2024-06-15T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q109054$A29F5179-DEE7-4D7F-86F5-7897141B7D58","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"f0392bbe21f649adecbf3aa2d532ce6f8d2ded75","datavalue":{"value":"2.0.6","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"85488155641944869e64646a27de85dd382fca26","datavalue":{"value":{"time":"+2024-08-18T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q109054$7A0501B6-B247-484B-B25B-7E0EC2E23CE3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"fcba6c5b18dbf650dc40d219584e981296059d76","datavalue":{"value":"2.1.4","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"862fba593555eff8cb7020791426db46cbd244d9","datavalue":{"value":{"time":"+2025-02-26T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q109054$FFF05AB5-4D35-4A98-B75E-EB60C8EA460A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"922f40fda77510a065c16cfca9c24b93e03d55c4","datavalue":{"value":"2.1.5","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"87e10ecfffd86b359ba2ba30492b483ad15667c5","datavalue":{"value":{"time":"+2025-10-13T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q109054$B2AD5E40-2EB7-4568-A4DE-1BF291621F51","rank":"normal"}],"P19":[{"mainsnak":{"snaktype":"value","property":"P19","hash":"0529d8dfd24f012ded48cb7d83ee392e2ade2a6d","datavalue":{"value":{"entity-type":"item","numeric-id":70862,"id":"Q70862"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q109054$9AF1C4FC-47FD-4C70-8E9E-FE6008952F8C","rank":"normal"}],"P229":[{"mainsnak":{"snaktype":"value","property":"P229","hash":"27439ebd4b3d380cf3fe6bef24695d6ce233f177","datavalue":{"value":"bidask","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q109054$F837F462-EA83-457E-86C1-6C2973D96C3B","rank":"normal"}],"P114":[{"mainsnak":{"snaktype":"value","property":"P114","hash":"251fd109c2cd8c1ee39b48cd109c9f4b1c9fcf5c","datavalue":{"value":{"entity-type":"item","numeric-id":13519,"id":"Q13519"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q109054$431D9F6A-9393-4426-919D-16B02465217A","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"98a3bcf2520396d5b7380d690770e14832589437","datavalue":{"value":{"entity-type":"item","numeric-id":70862,"id":"Q70862"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q109054$D018B34F-1855-42BB-A346-A2E1AC58687D","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"595d0d448acd96aac2ffdd2a8e3187466683c8a9","datavalue":{"value":{"entity-type":"item","numeric-id":109046,"id":"Q109046"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q109054$FB489DB4-E907-4164-BB90-6E513FB12F53","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ddeeb7fae3ca1a72c628fcceb0c906447f355a50","datavalue":{"value":{"entity-type":"item","numeric-id":109049,"id":"Q109049"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q109054$CF397DDC-95CA-438F-8BAB-94584CD57383","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ceabb4e94d9fbd069481d9c51b6c91378544e124","datavalue":{"value":{"entity-type":"item","numeric-id":109053,"id":"Q109053"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q109054$406F3475-DFB2-471E-8FF5-C80A9F91DB8C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3e8ac68e8ac3cd65996660e8e4907adb50234bb1","datavalue":{"value":{"entity-type":"item","numeric-id":7382905,"id":"Q7382905"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q109054$88297388-AEED-401D-948F-052E44351020","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"908c3454b3659c4b140ccce33c5aee31081edc8d","datavalue":{"value":{"entity-type":"item","numeric-id":5976450,"id":"Q5976450"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q109054$1249D509-4D2D-4E1D-8CBC-66639D69E05A","rank":"normal"}],"P170":[{"mainsnak":{"snaktype":"value","property":"P170","hash":"6555174646ee3ac2e2517b955b5e417d6ab8ac14","datavalue":{"value":{"time":"+2025-10-13T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q109054$C8BE8CE0-FD79-421E-BA03-D239E9C13FA0","rank":"normal"}],"P1459":[{"mainsnak":{"snaktype":"value","property":"P1459","hash":"50cf70f9c602a002c11c4bb03adb268fdf80c5bf","datavalue":{"value":"Implements the efficient estimator of bid-ask spreads from open, high, low, and close prices  described in Ardia, Guidotti, & Kroencke (JFE, 2024) <doi:10.1016/j.jfineco.2024.103916>.   It also provides an implementation of the estimators described in   Roll (JF, 1984) <doi:10.1111/j.1540-6261.1984.tb03897.x>,   Corwin & Schultz (JF, 2012) <doi:10.1111/j.1540-6261.2012.01729.x>,  and Abdi & Ranaldo (RFS, 2017) <doi:10.1093/rfs/hhx084>.","type":"string"},"datatype":"string"},"type":"statement","id":"Q109054$4B9798FF-15A2-4825-BCDC-4EE7C3E738FA","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"798f7287b894eadb2b35f0ab871accc413b115fd","datavalue":{"value":{"entity-type":"item","numeric-id":56842,"id":"Q56842"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q109054$B0A5C2DB-53C3-45C7-AC83-28CC1FE20181","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P163","hash":"b26fc7b7fb6977874892e45a4763e1c915d89707","datavalue":{"value":{"entity-type":"item","numeric-id":57086,"id":"Q57086"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P188":[{"snaktype":"value","property":"P188","hash":"4e519a724077afffab94509f90e1d802825b8a36","datavalue":{"value":"https://cran.r-project.org/web/packages/bidask/LICENSE","type":"string"},"datatype":"url"}]},"qualifiers-order":["P188"],"id":"Q109054$BB8A9D23-6CDE-4422-AD1B-7025BE722710","rank":"normal"}],"P585":[{"mainsnak":{"snaktype":"value","property":"P585","hash":"f294b62123f4c5c57539bf820a677ea3df1cdde1","datavalue":{"value":{"entity-type":"item","numeric-id":33745,"id":"Q33745"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q109054$74644F1B-8D05-4FC0-A422-DD68CE4E4A3D","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Bidask","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Bidask"}}}}}