Jackknife-After-Bootstrap Methods for Event Studies
碩士 === 淡江大學 === 統計學系碩士班 === 97 === Event studies are now in widespread use in the literature of accounting and finance of empirical studies. Many of the event study methods require the normality assumption. However, the stock returns may not be normally distributed, especially for daily returns. To...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/09272926879747341206 |