Testing the mixture of distributions hypothesis on target stocks
Year of publication: |
November 2015
|
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Authors: | Carroll, Rachael ; Kearney, Colm |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 39.2015, p. 1-14
|
Subject: | GARCH models | Takeovers | Target stocks | Volume and volatility | Volatilität | Volatility | ARCH-Modell | ARCH model | Börsenkurs | Share price | Übernahme | Takeover | Schätzung | Estimation | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume |
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