Estimating cross-sectional regressions in event studies with conditional heteroskedasticity and regression designs that have leverage
Imre Karafiath
| Year of publication: |
2014
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|---|---|
| Authors: | Karafiath, Imre |
| Published in: |
International journal of managerial finance : IJMF. - Bingley : Emerald, ISSN 1743-9132, ZDB-ID 2364568-4. - Vol. 10.2014, 4, p. 418-431
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| Subject: | Simulation | Event study | Regression | Abnormal return | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Ereignisstudie | Heteroskedastizität | Heteroscedasticity | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | ARCH-Modell | ARCH model | Schätzung | Estimation |
| 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://ebvufind01.dmz1.zbw.eu/10010411856