The influence of systematic risk factors and econometric adjustments in catastrophic event studies
Marie-Anne Cam; Vikash Ramiah
| Year of publication: |
2014
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|---|---|
| Authors: | Cam, Marie-Anne ; Ramiah, Vikash |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 42.2014, 2, p. 171-189
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| Subject: | Abnormal returns | Event study | Asset pricing models | GARCH | CAPM | Ereignisstudie | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | ARCH-Modell | ARCH model | Kapitalmarktrendite | Capital market returns | Schätztheorie | Estimation theory |
| 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://www.econbiz.de/10010391717