On Stochastic Volatility and More Powerful Parametric Tests of Event Effects on Unsystematic Returns
Hilliard, Jimmy E.; Savickas, Robert
- 期刊名称SSRN Electronic Journal
- 作者Hilliard, Jimmy E.; Savickas, Robert
- 电子ISSN1556-5068
- 文件大小290.90KB
- 发表时间2000
- DOI10.2139/ssrn.201257