Work

Conditional heteroskedasticity adjusted market model and an event study

Year: 1996

Type: article

Source: The Quarterly Review of Economics and Finance

DOI: 10.1016/s1062-9769(96)90050-2

Authors: A. Corhay, A.Tourani Rad

Institutions: University of Liège, Transnational University Limburg

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2007456310

FWCI: 1.595

Cites: 25

Cited by: 110

Related to: 10