Statistical analysis Dow Jones Stock Index: Cumulative return gap and finite difference method
Year of publication: |
2022
|
---|---|
Authors: | Yan, Kejia ; Gupta, Rakesh ; Haddad, Sama |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 15.2022, 2, p. 1-44
|
Publisher: |
Basel : MDPI |
Subject: | cumulative return | cumulative return gap | cumulative abnormal returns | finite difference | autoregressive model | autoregressive distributed lag model |
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