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The market model and the event study method : a synthesis of the econometric criticisms
Coutts, J. Andrew
- In:
International review of financial analysis
3
(
1994
)
2
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pp. 149-171
Persistent link: https://www.econbiz.de/10001178408
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Recent developments in modelling nonstationary vector autoregressions
Mills, Terence C.
- In:
Journal of economic surveys
12
(
1998
)
3
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pp. 279-312
Persistent link: https://www.econbiz.de/10001244882
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Nonlinear time series models in economics
Mills, Terence C.
- In:
Journal of economic surveys
5
(
1991
)
3
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pp. 215-242
Persistent link: https://www.econbiz.de/10001117985
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