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source:"econis"
subject:"Theorie"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~isPartOf:"The European journal of finance"
~person:"Algaba, Andres"
~person:"Coutts, J. Andrew"
~subject:"Impact assessment"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
~type_genre:"Textbook"
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Algaba, Andres
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The variance implied conditional correlation
Algaba, Andres
;
Boudt, Kris
;
Vanduffel, Steven
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
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2
Time series and cross-section parameter stability in the market model : the implications for event studies
Coutts, J. Andrew
- In:
The European journal of finance
3
(
1997
)
3
,
pp. 243-259
Persistent link: https://www.econbiz.de/10001226318
Saved in:
3
Misspecification testing and robust estimation of the market model : estimating betas for the FT-SE industry baskets
Mills, Terence C.
- In:
The European journal of finance
2
(
1996
)
4
,
pp. 319-331
Persistent link: https://www.econbiz.de/10001216123
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