Statistical analysis Dow Jones Stock Index : cumulative return gap and finite difference method
Year of publication: |
2022
|
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Authors: | Yan, Kejia ; Gupta, Rakesh ; Haddad, Sama |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 15.2022, 2, Art.-No. 89, p. 1-44
|
Subject: | cumulative return | cumulative return gap | cumulative abnormal returns | finite difference | autoregressive model | autoregressive distributed lag model | Kapitaleinkommen | Capital income | Theorie | Theory | Aktienindex | Stock index |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm15020089 [DOI] hdl:10419/258812 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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