eventstudies: Event study and extreme event analysis

Implementation of short and long term event study methodology

Install the latest version of this package by entering the following in R:
install.packages("eventstudies")
AuthorAjay Shah, Vimal Balasubramaniam, Vikram Bahure
Date of publication2013-05-08 15:39:06
MaintainerVikram Bahure <economics.vikram@gmail.com>
LicenseGPL-2
Version1.1

View on CRAN

Files

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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