eventstudies (1.2.1)

1 user

Event Study Analysis.

https://github.com/nipfpmf/eventstudies
http://cran.r-project.org/web/packages/eventstudies

A platform for conducting event studies (Fama, Fisher, Jensen, Roll (1969) ) and for methodological research on event studies. The package supports market model, augmented market model, and excess returns methods for data modelling along with Wilcox, classical t-test, and Bootstrap as inference procedures.

Maintainer: Chirag Anand
Author(s): Chirag Anand [aut, cre], Vikram Bahure [aut], Vimal Balasubramaniam [aut], Shekhar Harikumar [ctb], Sargam Jain [ctb], Ajay Shah [aut]

License: GPL-2

Uses: boot, sandwich, testthat, xts, zoo, knitr

Released over 1 year ago.


3 previous versions

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  4.0/5 (1 vote)

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