A Markov Switching Re-evaluation of Event-Study Methodology
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Publication:3298495
DOI10.1007/978-3-7908-2604-3_41zbMath1436.62488OpenAlexW114500017MaRDI QIDQ3298495
Rosella Castellano, Luisa Scaccia
Publication date: 14 July 2020
Published in: Proceedings of COMPSTAT'2010 (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11393/41753
Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: hypothesis testing (62M02)
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