Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices


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Documentation for package ‘bidask’ version 2.0.4

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edge Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
sim Simulation of Open, High, Low, and Close Prices
spread Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices