Bootstrap tests for multivariate event studies
Year of publication: |
2004
|
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Authors: | Chou, Pin-huang |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 23.2004, 3, p. 275-290
|
Subject: | Multivariate Analyse | Multivariate analysis | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Japan | Bootstrap-Verfahren | Bootstrap approach |
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