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.

Missing docstring for MarketData. Check Documenter's build log for details.

Missing docstring.

Missing docstring for quick_reg. Check Documenter's build log for details.

Missing docstring.

Missing docstring for BasicReg. Check Documenter's build log for details.

Missing docstring.

Missing docstring for alpha. Check Documenter's build log for details.

Missing docstring.

Missing docstring for beta. Check Documenter's build log for details.

Missing docstring.

Missing docstring for var. Check Documenter's build log for details.

Missing docstring.

Missing docstring for std. Check Documenter's build log for details.

Calculation Functions

Missing docstring.

Missing docstring for bhar. Check Documenter's build log for details.

Missing docstring.

Missing docstring for car. Check Documenter's build log for details.

Missing docstring.

Missing docstring for bh_return. Check Documenter's build log for details.