This package is considered a duplicate. The official version of this package is found at:https://sipemu.r-universe.dev/EventStudy

Factor Models, GARCH, and Buy-and-Hold Abnormal Returns

Authored by:Simon Mueller inEventStudy 0.66.0.
Source:factor-models-bhar.Rmd, Vignette:factor-models-bhar.html. Last updated:2026-10-21.

Loading article...