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. |