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SK

Siegfried Köstlmeier

3 packages On CRAN since Apr 2018 (8 years) · last active 3 years ago 0000-0002-7221-6981

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648

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2.2K

Last 90 days

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Average trend: -18.6% (30d vs prior 30d)

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Portfolio Check Status

Aggregate CRAN check results across 3 maintained packages.

13

NOTE

26

OK

Needs attention

Recent Activity

crseEventStudy updated v1.2.2 Feb 22, 2022

A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies

ICSS updated v1.1 Apr 21, 2021

ICSS Algorithm by Inclan/Tiao (1994)

crseEventStudy updated v1.2.1 Jan 10, 2021

A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies

ICSS new v1.0 Jun 1, 2020

ICSS Algorithm by Inclan/Tiao (1994)

monotonicity updated v1.3.1 Dec 4, 2019

Test for Monotonicity in Expected Asset Returns, Sorted by Portfolios

crseEventStudy updated v1.2 Aug 19, 2019

A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies

monotonicity updated v1.3 Aug 19, 2019

Test for Monotonicity in Expected Asset Returns, Sorted by Portfolios

monotonicity updated v1.2 Feb 13, 2019

Test for Monotonicity in Expected Asset Returns, Sorted by Portfolios

crseEventStudy updated v1.1 Feb 12, 2019

A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies

crseEventStudy new v1.0 Nov 14, 2018

A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies

Maintained Packages

3 packages

Package Version
crseEventStudy 1.2.2
monotonicity 1.3.1
ICSS 1.1