Macro Announcement Disagreement with Jump Regressions
Year of publication: |
2021
|
---|---|
Authors: | Chaves, Leonardo Salim Saker |
Publisher: |
[Durham, NC] |
Subject: | Ankündigungseffekt | Announcement effect | Theorie | Theory | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Volatilität | Volatility |
Extent: | 1 Online-Ressource (120 p.) |
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Series: | |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
Language: | English |
Thesis: | Dissertation (Ph.D.), Duke University, 2021 |
Notes: | Source: Dissertations Abstracts International, Volume: 83-04, Section: B. - Advisor: Bollerslev, Tim |
ISBN: | 979-8-4604-2931-8 |
Source: | ECONIS - Online Catalogue of the ZBW |
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