Robust vs. OLS estimation of the market model : implications for event studies
John Cable; Kevin Holland
| Year of publication: |
2000
|
|---|---|
| Authors: | Cable, John R. ; Holland, Kevin |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 69.2000, 3, p. 385-391
|
| Subject: | Robustes Verfahren | Robust statistics | Markt | Market | Großbritannien | United Kingdom | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economics letters |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001525674