A Markov switching re-evaluation of event-study methodology (Q3298495)
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scientific article; zbMATH DE number 7220447
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Markov switching re-evaluation of event-study methodology |
scientific article; zbMATH DE number 7220447 |
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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0.7205970287322998
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0.7205970287322998
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0.6715472340583801
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0.6631159782409668
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0.6621279120445251
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