DESCRIPTION

Package: eventstudies
Version: 1.2.2
Date: 2020-06-01
Type: Package
Title: Event Study Analysis
Authors@R: c(
           person("Chirag", "Anand", role = c("aut", "cre"),
                            email = "anand.chirag@gmail.com"),
           person("Vikram", "Bahure", role = "aut",
                            email = "economics.vikram@gmail.com"),
           person("Vimal", "Balasubramaniam", role = "aut",
                           email = "vimsaa@gmail.com"),
           person("Shekhar", "Harikumar", role = "ctb",
                             email = "shekhar.harikumar@gmail.com"),
           person("Sargam", "Jain", role = "ctb",
                            email = "sargamjain13@gmail.com"),
           person("Ajay", "Shah", role = "aut",
                          email = "ajayshah@mayin.org")
           )
Maintainer: Chirag Anand <anand.chirag@gmail.com>
Depends: R (>= 3.1), zoo, xts
Description: A platform for conducting event studies (Fama, Fisher,
             Jensen, Roll (1969) <doi:10.2307/2525569>) and for
             methodological research on event studies. The package
             supports market model, augmented market model, and excess
             returns methods for data modelling along with Wilcox,
             classical t-test, and Bootstrap as inference procedures.
VignetteBuilder: knitr
Suggests: knitr
Imports: boot, graphics, methods, testthat, sandwich, stats, utils
License: GPL-2
URL: https://github.com/nipfpmf/eventstudies
BugReports: https://github.com/nipfpmf/eventstudies/issues
LazyLoad: yes
RoxygenNote: 7.1.0