A threshold model approach to estimating the abnormal stock returns
Terence Tai-Leung Chong; Wing Hei Mak; Isabel Kit-Ming Yan
| Year of publication: |
2013
|
|---|---|
| Authors: | Chong, Terence Tai-Leung ; Mak, Wing Hei ; Yan, Isabel K. M. |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 8.2013, 1, p. 1-17
|
| Subject: | Multiple threshold variables | CAPM model | bootstrapping | CAPM | Kapitaleinkommen | Capital income | Bootstrap-Verfahren | Bootstrap approach | Schätzung | Estimation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010192088