Similar Search Results

Semiparametric structure guided by prior knowledge with applications in economics

Scholz, Michael - 2011

by directly applying economic theory or by examining simple parametric models to identify the coarse features of the … example, the curse of dimensionality can be circumvented, the estimation accuracy on boundaries can be improved, or the bias …

Persistent link: https://www.econbiz.de/10010238701

Stock return outliers and beta estimation : the case of U.S. pharmaceutical companies

Theodossiou, Alexandra K.; Theodossiou, Panayiotis - In: Journal of international financial markets, … 30 (2014), pp. 153-171

Persistent link: https://www.econbiz.de/10011293772

Consequences of outlier returns for event studies : a methodological investigation and treatment

Theodossiou, Panayiotis; Theodossiou, Alexandra - In: The international journal of accounting : TIJA 56 (2021) 3, pp. 2150013-1-23

Persistent link: https://www.econbiz.de/10012670646

Impact of COVID-19 on global stock market volatility

Kusumahadi, Teresia Angelia; Permana, Fikri C. - In: Journal of economic integration : jei 36 (2021) 1, pp. 20-45

Persistent link: https://www.econbiz.de/10012593273

Event studies correcting for nonnormality using the wild bootstrap

Gregoriou, Andros - In: Applied economics letters 21 (2014) 13/15, pp. 1054-1056

Persistent link: https://www.econbiz.de/10010418235

Nonparametric estimation and inference for conditional density based Granger causality measures

Taamouti, Abderrahim; Bouezmarni, Taoufik; El Ghouch, Anouar - In: Journal of econometrics 180 (2014) 2, pp. 251-264

Persistent link: https://www.econbiz.de/10010433362

Stock return predictability : evaluation based on interval forecasts

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Bulletin of economic research 74 (2022) 2, pp. 363-385

Persistent link: https://www.econbiz.de/10013188680

A threshold model approach to estimating the abnormal stock returns

Chong, Terence Tai-Leung; Mak, Wing Hei; Yan, Isabel K. M. - In: Annals of financial economics 8 (2013) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10010192088

Testing the white noise hypothesis in high-frequency housing returns of the United States

Tiwari, Aviral Kumar; Gupta, Rangan; Cuñado … - In: Economics and Business Letters : EBL 9 (2020) 3, pp. 178-188

Persistent link: https://www.econbiz.de/10012420487

Inference on the tail process with application to financial time series modeling

Davis, Richard A.; Drees, Holger; Segers, Johan; … - In: Journal of econometrics 205 (2018) 2, pp. 508-525

Persistent link: https://www.econbiz.de/10012110330

1
2
3
4
5
6
7
8
9
10
Next
Last