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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~person:"Ahlgren, Niklas"
~subject:"Correlation"
~subject:"Estimation"
~subject:"Method of moments"
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Ahlgren, Niklas
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
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Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
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