Bootstrap tests for multivariate event studies
Year of publication: |
2004
|
---|---|
Authors: | Chou, Pin-huang |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 23.2004, 3, p. 275-290
|
Subject: | Multivariate Analyse | Multivariate analysis | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Japan | Bootstrap-Verfahren | Bootstrap approach |
-
Weighted bootstrap approach for the variance ratio tests : a test of market efficiency
Kumar, Dilip, (2016)
-
Camponovo, Lorenzo, (2012)
-
Gungor, Sermin, (2016)
- More ...
-
Market reactions to the passage of the financial holding company act in Taiwan
Wang, Jane-Sue, (2008)
-
Margins and price limits in Taiwan's stock index futures market
Chou, Pin-huang, (2006)
-
Prospect theory and the risk-return paradox : some recent evidence
Chou, Pin-huang, (2009)
- More ...