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eventstudies: Event Study Analysis
A platform for conducting event studies (Fama, Fisher, Jensen, Roll (1969) <doi:10.2307/2525569>) 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.
Getting started
Browse package contents
Package details |
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| Author | Chirag Anand [aut, cre], Vikram Bahure [aut], Vimal Balasubramaniam [aut], Shekhar Harikumar [ctb], Sargam Jain [ctb], Ajay Shah [aut] |
| Maintainer | Chirag Anand <anand.chirag@gmail.com> |
| License | GPL-2 |
| Version | 1.2.2 |
| URL | https://github.com/nipfpmf/eventstudies |
| Package repository | View on CRAN |
| Installation |
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