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Robust vs. OLS estimation of the market model: implications for event studies - MaRDI portal

Robust vs. OLS estimation of the market model: implications for event studies (Q1583427)

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scientific article; zbMATH DE number 1521838
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Robust vs. OLS estimation of the market model: implications for event studies
scientific article; zbMATH DE number 1521838

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    Robust vs. OLS estimation of the market model: implications for event studies (English)
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    26 October 2000
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    event studies
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    market model
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    robust estimation
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