AbnormalReturns API
This package reexports StatsModels.jl and BusinessDays.jl. See those packages and their respective documentation for methods that they export.
Notable methods from StatsModels.jl:
@formula
Notable methods from BusinessDays.jl:
advancebdays
bdayscount
tobday
Setting Up Data
Missing docstring for MarketData
. Check Documenter's build log for details.
Regression Related Methods
Missing docstring for quick_reg
. Check Documenter's build log for details.
Missing docstring for BasicReg
. Check Documenter's build log for details.
Missing docstring for alpha
. Check Documenter's build log for details.
Missing docstring for beta
. Check Documenter's build log for details.
Missing docstring for var
. Check Documenter's build log for details.
Missing docstring for std
. Check Documenter's build log for details.
Calculation Functions
Missing docstring for bhar
. Check Documenter's build log for details.
Missing docstring for car
. Check Documenter's build log for details.
Missing docstring for bh_return
. Check Documenter's build log for details.