Event studies with conditionally heteroscedastic stock return
Year of publication: |
2003-05-01
|
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Authors: | Bacmann, Jean-Francois ; Dubois, Michel |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> ; National Centre of Competence in Research North South <Bern> |
Subject: | GARCH-Prozess | Marktmodell |
Extent: | 34 p. application/pdf |
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Series: | Working Paper ; No. 60 (2003) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C10 - Econometric and Statistical Methods: General. General ; G14 - Information and Market Efficiency; Event Studies ; Corporate finance and investment policy. General ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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