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Prepare Intraday Event Study

Source: R/task_intraday.R
prepare_intraday_event_study.Rd

Compute returns and assign estimation/event windows for intraday data. Windows are specified in number of observations (bars) rather than days.

Usage

prepare_intraday_event_study(task, parameter_set)

Arguments

task

An IntradayEventStudyTask.

parameter_set

A ParameterSet.

Value

The task with returns and windows appended.