interior 发表于 2025-3-25 07:19:42

https://doi.org/10.1007/978-1-4939-7662-1he hypotheses testings of the conventional CARs and CUSUM statistics are almost identical except for the asymptotic distributions applied. The CARs tests apply the (asymptotic) normality, while CUSUM tests are based on Brownian motion or Brownian bridge.

Eructation 发表于 2025-3-25 11:33:51

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In-Situ 发表于 2025-3-25 13:53:28

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diabetes 发表于 2025-3-25 17:16:18

978-1-349-48481-2Palgrave Macmillan, a division of Nature America Inc. 2015

词汇 发表于 2025-3-25 21:31:30

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吞下 发表于 2025-3-26 00:50:21

Upping the Ante: Enhancing Deal ValueShould the short-run data set such as daily returns (or even high-frequency data) be applied? Or, should one try with the longer horizon data? A painful browse through all related literature shows that it is easy to find that there is no definite rule applied to this issue. One question often asked

Panther 发表于 2025-3-26 05:22:42

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滴注 发表于 2025-3-26 11:51:22

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短程旅游 发表于 2025-3-26 15:29:20

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虚度 发表于 2025-3-26 18:01:28

Iran and Qatar: A Forced Rapprochement,d differs from the conventional event study tests in that, instead of testing the parameter changes over time, the durability of the parameter changes and persistence of the impacts is idscussed. In other words, the method considers the intensitity of the impacts from announcements or events may las
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查看完整版本: Titlebook: Analyzing Event Statistics in Corporate Finance; Methodologies, Evide Jau-Lian Jeng Book 2015 Palgrave Macmillan, a division of Nature Amer