SCOPUS 정보 검색 플랫폼

Volumn 25, Issue 4, 2002, Pages 447-462

On the statistical significance of event effects on unsystematic volatility

Author keywords

C10; G14; G34

Indexed keywords

EID: 84978603465 PISSN: 02702592 EISSN: 14756803 Source Type: Journal
DOI: 10.1111/1475-6803.00030 Document Type: Article

Times cited : (16)

References (12)

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- Engle, R., 1982, Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation, Econometrica 50, 987–1007.
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- Expected stock returns and volatility
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- Hull, J., 2000, Options, Futures, and Other Derivatives (Prentice Hall, Englewood Cliffs, NJ).
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