Optimal forecast error as an unbiased estimator of abnormal return: A proposition-Reference-Cited by-同舟云学术

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Optimal forecast error as an unbiased estimator of abnormal return: A proposition

Published:2021-06-10 Issue:1 Volume:41 Page:158-166
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Enginar Onur¹^ORCID,Atici Kazim Baris²^ORCID

Affiliation:

1. Iktisadi ve Idari Bilimler Fakultesi, Department of Business Administration Hacettepe University Ankara Turkey

2. Department of Business Administration Hacettepe University Turkey

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2798

Reference49 articles.

1. An Empirical Comparison of Machine Learning Models for Time Series Forecasting

2. Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts

3. Event studies with a contaminated estimation period

4. Short-horizon event study estimation with a STAR model and real contaminated events

5. Théorie de la spéculation

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