A Markov Switching Re-evaluation of Event-Study Methodology (Q3298495): Difference between revisions
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Revision as of 02:26, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Markov Switching Re-evaluation of Event-Study Methodology |
scientific article |
Statements
A Markov Switching Re-evaluation of Event-Study Methodology (English)
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14 July 2020
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hierarchical Bayes
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Markov switching models
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credit default swaps
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event-study
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