<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Compute the Adjusted Market Inefficiency Measure</dc:title>
  <dc:title>R package AMIM version 1.0.0</dc:title>
  <dc:description>Fast tool to calculate the Adjusted Market Inefficiency Measure following Tran &amp; Leirvik (2019) &lt;doi:10.1016/j.frl.2019.03.004&gt;. This tool provides rolling window estimates of the Adjusted Market Inefficiency Measure for multiple instruments simultaneously. </dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R (&gt;= 3.10)</dc:relation>
  <dc:relation>Imports: data.table</dc:relation>
  <dc:creator>Vu Le Tran &lt;gelotran@gmail.com&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Vu Le Tran [aut, cre, cph] (ORCID:
    &lt;https://orcid.org/0000-0002-3593-9611&gt;)</dc:contributor>
  <dc:rights>MIT + file LICENSE (https://CRAN.R-project.org/package=AMIM/LICENSE)</dc:rights>
  <dc:date>2023-07-07</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=AMIM</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.AMIM</dc:identifier>
</oai_dc:dc>