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

DOI10.1080/07362994.2022.2164508OpenAlexW4316661742MaRDI QIDQ6131963FDOQ6131963

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)

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

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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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