Improving tests of abnormal returns by bootstrapping the multivariate regression model with event parameters
Scott E. Hein; Peter Westfall
| Year of publication: |
2004
|
|---|---|
| Authors: | Hein, Scott E. ; Westfall, Peter H. |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 2.2004, 3, p. 451-471
|
| Subject: | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002214497