Ajay Shah

Ajay Shah

3 packages on CRAN

99.99th

Percentile

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.

fxregime

cran
99.99th

Percentile

Exchange rate regression and structural change tools for estimating, testing, dating, and monitoring (de facto) exchange rate regimes.

xtable

cran
99.99th

Percentile

Coerce data to LaTeX and HTML tables.