Event Study: Excel Model
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The video
This video discusses the implementation of a constant-mean return model in Excel. We calculate confidence intervals for cumulated abnormal returns (CARs), which are used in event studies.
GitHub
https://github.com/GerhardKling/DataA...
The channel
YUNIKARN focuses on publishing educational content in applied statistics, mathematics, and data science. In these fields, programming skills have become essential. Hence, we cover various programming languages, including Python, Stata, and C++, to tackle problems and for fun. We upload on Mondays recorded tutorials or live streams.
Hashtags
#eventstudy #datascience #dataanalysis
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