Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices9 months ago
Functions edge, edge_rolling, edge_expanding | Function spread | GitHub | Cite as
bidask.RmdRblDataLicense.Rmddifferential-operators.Rmdeinstein.Rmdhermite.Rmdderivatives.Rmdintegrals.Rmdode.Rmdtaylor.Rmd