Return distributions and bootstrap goodness-of-fit tests
Year of publication: |
2012
|
---|---|
Authors: | Behr, Andreas ; Diel, Anastasia ; Morawietz, Magdalene ; Theune, Katja |
Published in: |
Essener Beiträge zur empirischen Wirtschaftsforschung : Festschrift für Prof. Dr. Walter Assenmacher. - Wiesbaden : Springer Gabler, ISBN 978-3-8349-3095-8. - 2012, p. 21-37
|
Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Statistischer Test | Statistical test | Bootstrap-Verfahren | Bootstrap approach | Schätzung | Estimation | USA | United States | 1871-2011 |
-
Testing the white noise hypothesis of stock returns
Hill, Jonathan B., (2019)
-
Suárez, Gustavo A., (2005)
-
Refining the bootstrap method of stochastic dominance analysis : the case of the January effect
Larsen, Glen A., (1996)
- More ...
-
Female firm leadership. Extent and performance in 14 EU member states
Theune, Katja, (2016)
-
The gender pay gap at labour market entrance : Evidence from Germany
BEHR, Andreas, (2018)
-
The causal effect of off-campus work on time to degree
Behr, Andreas, (2016)
- More ...