eventstudies (1.1)

Event study and extreme event analysis.

http://cran.r-project.org/web/packages/eventstudies

Implementation of short and long term event study methodology

Maintainer: Vikram Bahure
Author(s): Ajay Shah, Vimal Balasubramaniam, Vikram Bahure

License: GPL-2

Uses: boot, xts, zoo

Released almost 7 years ago.