eventstudies: Event study and extreme event analysis

Implementation of short and long term event study methodology

AuthorAjay Shah, Vimal Balasubramaniam, Vikram Bahure
Date of publication2013-05-08 15:39:06
MaintainerVikram Bahure <economics.vikram@gmail.com>
LicenseGPL-2
Version1.1

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Files

eventstudies
eventstudies/MD5
eventstudies/vignettes
eventstudies/vignettes/eventstudies.Rnw
eventstudies/vignettes/eventstudies.bib
eventstudies/vignettes/ees.Rnw
eventstudies/tests
eventstudies/tests/test_eventstudy.R
eventstudies/tests/inr_inference.R
eventstudies/tests/data
eventstudies/tests/data/inr.rda
eventstudies/R
eventstudies/R/remap.event.reindex.R eventstudies/R/remap.cumsum.R eventstudies/R/remap.cumprod.R eventstudies/R/phys2eventtime.R eventstudies/R/inference.Ecar.R eventstudies/R/ees.R
eventstudies/NAMESPACE
eventstudies/man
eventstudies/man/StockPriceReturns.Rd eventstudies/man/SplitDates.Rd eventstudies/man/remap.event.reindex.Rd eventstudies/man/remap.cumsum.Rd eventstudies/man/remap.cumprod.Rd eventstudies/man/phys2eventtime.Rd eventstudies/man/inr.Rd eventstudies/man/inference.Ecar.Rd eventstudies/man/eventstudy-package.Rd eventstudies/man/eesPlot.Rd eventstudies/man/eesData.Rd eventstudies/man/ees.Rd
eventstudies/inst
eventstudies/inst/doc
eventstudies/inst/doc/eventstudies.Rnw
eventstudies/inst/doc/eventstudies.pdf
eventstudies/inst/doc/ees.Rnw
eventstudies/inst/doc/ees.pdf
eventstudies/DESCRIPTION
eventstudies/data
eventstudies/data/StockPriceReturns.rda
eventstudies/data/SplitDates.rda
eventstudies/data/inr.rda
eventstudies/data/eesData.rda

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