AMIM (Q5983623)
From MaRDI portal
Compute the Adjusted Market Inefficiency Measure
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AMIM |
Compute the Adjusted Market Inefficiency Measure |
Statements
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.
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7 July 2023
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