Package: bidask
Type: Package
Title: Efficient Estimation of Bid-Ask Spreads from Open, High, Low,
        and Close Prices
Version: 2.0.4
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 an efficient estimator of bid-ask spreads from open, high, low, and close prices
  as described in Ardia, Guidotti, & Kroencke (2021) <https://www.ssrn.com/abstract=3892335>. 
  It also provides an implementation of the estimators described 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: 7.2.3
Suggests: dplyr, crypto2, quantmod, testthat (>= 3.0.0)
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2024-06-14 20:53:08 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@usi.ch>
Repository: CRAN
Date/Publication: 2024-06-15 00:30:12 UTC
