This is stars and forks stats for /eguidotti/bidask repository. As of 30 Apr, 2024 this repository has 61 stars and 16 forks.
Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices This repository implements an efficient estimator of bid-ask spreads from open, high, low, and close prices as described in Ardia, Guidotti, & Kroencke (2021). Available in: C++ Julia MATLAB Python R SAS You can also check the pseudocode to implement the estimator in any programming language. Cite as Ardia, David and Guidotti, Emanuele and Kroencke, Tim Alexander, "Efficient Estimation of Bid-Ask Spreads from Open,...
Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices This repository implements an efficient estimator of bid-ask spreads from open, high, low, and close prices as described in Ardia, Guidotti, & Kroencke (2021). Available in: C++ Julia MATLAB Python R SAS You can also check the pseudocode to implement the estimator in any programming language. Cite as Ardia, David and Guidotti, Emanuele and Kroencke, Tim Alexander, "Efficient Estimation of Bid-Ask Spreads from Open,...
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