Package: bidask
Type: Package
Title: Efficient Estimation of Bid-Ask Spreads from Open, High, Low,
        and Close Prices
Version: 2.1.5
Authors@R: c(
    person(given = "Emanuele", family = "Guidotti", email = "emanuele.guidotti@usi.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 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>.
License: MIT + file LICENSE
URL: https://github.com/eguidotti/bidask
BugReports: https://github.com/eguidotti/bidask/issues
Encoding: UTF-8
Imports: data.table
RoxygenNote: 7.2.3
Suggests: xts, zoo, dplyr, crypto2, quantmod, ggplot2, knitr,
        rmarkdown, testthat (>= 3.0.0)
Config/testthat/edition: 3
VignetteBuilder: knitr
Repository: https://eguidotti.r-universe.dev
Date/Publication: 2025-10-13 11:21:33 UTC
RemoteUrl: https://github.com/eguidotti/bidask
RemoteRef: HEAD
RemoteSha: 1caba55d63ebab6c855536be51c43bdfc48d2dec
RemoteSubdir: r
NeedsCompilation: no
Packaged: 2026-07-03 09:34:43 UTC; root
Author: Emanuele Guidotti [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-8961-6623>),
  David Ardia [ctb] (ORCID: <https://orcid.org/0000-0003-2823-782X>),
  Tim Kroencke [ctb] (ORCID: <https://orcid.org/0000-0001-8700-356X>)
Maintainer: Emanuele Guidotti <emanuele.guidotti@usi.ch>