Improving Tests of Abnormal Returns by Bootstrapping the Multivariate Regression Model with Event Parameters.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 3, p. 451, doi. 10.1093/jjfinec/nbh018
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2004 AND VI 2 AND IP 3
Results: 6
1
2
Practitioners' Corner.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 3, p. 472, doi. 10.1093/jjfinec/nbh019
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- Publication type:
- Article
3
Nonparametric Tests for Positive Quadrant Dependence.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 3, p. 422, doi. 10.1093/jjfinec/nbh017
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- Publication type:
- Article
4
Stochastic Conditional Duration Models with “Leverage Effect” for Financial Transaction Data.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 3, p. 390, doi. 10.1093/jjfinec/nbh016
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- Publication type:
- Article
5
Asset Allocation by Variance Sensitivity Analysis.
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 3, p. 370, doi. 10.1093/jjfinec/nbh015
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- Publication type:
- Article
6
Which Extreme Values Are Really Extreme?
- Published in:
- Journal of Financial Econometrics, 2004, v. 2, n. 3, p. 349, doi. 10.1093/jjfinec/nbh014
- By:
- Publication type:
- Article