Event-study volatility and bootstrapping: an international study
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/13504851.2014.934423
Reference10 articles.
1. The price of terror: The effects of terrorism on stock market returns and volatility
2. Stock market volatility around national elections
3. Bootstrap Tests for Multivariate Event Studies
4. The impact of terrorism on financial markets: An empirical study
5. An Omnibus Test for Univariate and Multivariate Normality*
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