Efficient Estimation of Bid-Ask Spreads from Open, High, Low,
and Close Prices
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Documentation for package ‘bidask’ version 2.0.2
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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 |