Siegfried Köstlmeier
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Portfolio Check Status
Aggregate CRAN check results across 3 maintained packages.
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Recent Activity
ICSS Algorithm by Inclan/Tiao (1994)
A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies
Test for Monotonicity in Expected Asset Returns, Sorted by Portfolios
A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies
ICSS Algorithm by Inclan/Tiao (1994)
A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies
ICSS Algorithm by Inclan/Tiao (1994)
Test for Monotonicity in Expected Asset Returns, Sorted by Portfolios
A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies
Test for Monotonicity in Expected Asset Returns, Sorted by Portfolios
Maintained Packages
3 packages
| Package | Version |
|---|---|
| crseEventStudy | 1.2.2 |
| monotonicity | 1.3.1 |
| ICSS | 1.1 |