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~isPartOf:"CESifo working papers"
~person:"Kısacıkoğlu, Burçin"
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Missing events in event studies : identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
estimate the model by the Kalman filter, which essentially combines OLS- and heteroscedasticity-based
event
study
estimators in …
Persistent link: https://www.econbiz.de/10011900777
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