Testing stability in functional event observations with an application to IPO performance
| Year of publication: |
2023
|
|---|---|
| Authors: | Horváth, Lajos ; Liu, Zhenya ; Rice, Gregory ; Wang, Shixuan ; Zhan, Yaosong |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 4, p. 1262-1273
|
| Subject: | Change point analysis | Functional data analysis | IPO | Börsengang | Initial public offering | Theorie | Theory | Schätzung | Estimation |
-
Rummer, Marco, (2006)
-
Determinanten der Entscheidung für eine Börseneinführung
Färber, Heiko, (2005)
-
Erfolgsfaktoren des IPO-Managements
Vogt, Patrick, (2005)
- More ...
-
Sequential Monitoring for Changes from Stationarity to Mild Non-stationarity
Horváth, Lajos, (2019)
-
A Functional Time Series Analysis of Forward Curves Derived from Commodity Futures
Horváth, Lajos, (2019)
-
Sequential monitoring for changes from stationarity to mild non-stationarity
Horváth, Lajos, (2020)
- More ...