API for GregoryBrownson/EAPR
Empirical Asset Pricing Research Platform
| Global functions | |
|---|---|
| FamaMacbeth | Man page Source code |
| applyFilter | Man page Source code |
| bookEquity | Source code |
| computeCAPMBeta | Source code |
| computeDimsonBeta | Source code |
| decilePortfolio | Man page Source code |
| extract | Man page Source code |
| extract.wrds | Source code |
| ff92Filter | Man page Source code |
| getDailyData.wrds | Source code |
| getMonthlyData.wrds | Source code |
| getWeeklyData.wrds | Source code |
| marketEquity | Source code |
| plot.FamaMacbeth | Man page Source code |
| portfolioMean | Source code |
| preRankBeta | Source code |
| print.summary.FamaMacbeth | Source code |
| quantilePortfolio | Man page Source code |
| quartilePortfolio | Man page Source code |
| quintilePortfolio | Man page Source code |
| summary.FamaMacbeth | Man page Source code |
| summaryStats | Source code |
| trim | Source code |
| winsorize | Source code |
| write.eapr | Man page Source code |
