Evaluating Stock Price Behavior after Events: An Application of the Self-Exciting Threshold Autoregressive Model
| Autor: | Bharati, Rakesh, Crain, Susan J., Nanisetty, Prasad |
|---|---|
| Zdroj: | Quarterly Journal of Finance and Accounting, 2009 Apr 01. 48(2), 23-43. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
|