Jackknife Methods for Event Studies
碩士 === 淡江大學 === 統計學系碩士班 === 97 === The thesis aims to compare the performance of event study tests using daily return rates of Taiwan’s stock market. Under the number of simulated samples of 25 and 50 securities for each portfolio, respectively, parametric, non-parametric and jackknife methods are s...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33570952893905039829 |