Event study and extreme event analysis


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Documentation for package ‘eventstudies’ version 1.1

Help Pages

ees Extreme events study for a time series.
eesData It is the data-set used for event-study analysis.
eesPlot Plotting clustered and unclustered extreme event study plot.
eventstudy Event study analysis.
inference.Ecar Bootstrap inference for the event study.
inr Exchange rate for Indian rupee: INR/USD
phys2eventtime Converts physical dates to event dates.
remap.cumprod Returns geometric returns.
remap.cumsum This function gives the cumulative total of the values ( in level or percentage form ).
remap.event.reindex This function sets the value at event date to be 100 and the other values relative to this value.
SplitDates It is the data-set used for event-study analysis.
StockPriceReturns It is the data-set used for event-study analysis.