Here, I provide some links to Google Colab that I used in my thesis and I have the right to share.
EDA part: https://colab.research.google.com/drive/15DcJiv__CTa7n-olIhz5sHKN3ggJIO9D?usp=sharing,
Classic CAR model: https://colab.research.google.com/drive/1YXOId0ZWO3utRmK8LPEgwX_XVhiarJ-H?usp=sharing,
CAR model for overlapped events: https://colab.research.google.com/drive/1DoCcEdb_-zAAVeFcpbxQeB6SwOixDHQm?usp=sharing,
One session sample of 10 sessions ran for Market quality statistics: https://colab.research.google.com/drive/13UmsEcrwI4Flfi8SLbJGr6yo665j6oFu?usp=sharing