Stochastic approach to heterogeneity in short-time announcement effects on the Chilean stock market indexes within 2016-2019

DOI10.1080/07362994.2022.2164508MaRDI QIDQ6131963zbMATH OpenOpenAlexFDO

Authors M. Stehlík, Jozef Kiselak, Luboš Střelec, Felix Fuders

Publication date 18 April 2024

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/07362994.2022.2164508

zbMATH Keywords

event studiesstock market dataChilean capital marketscumulative abnormal returnsstochastic model of interest rate

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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