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Multiple Event Date

Open alienalex6 opened this issue 3 years ago • 2 comments

Hi Iegor,

I've been playing with this package and it's really great - thank you for coming up with it. After some research, the only thing I was not able to understand how to do was adding multiple event dates and perform the analysis using the same number of days for the estimation period. Is there any way to use the same market index, the same estimation period, the same event window but use different stocks and different event dates for each stock? I would really appreciate your help. Cheers!

alienalex6 avatar Aug 18 '20 15:08 alienalex6