Rosella Castellano, Luisa Scaccia. A Markov Switching Re-evaluation of Event-Study Methodology. In Yves Lechevallier, Gilbert Saporta, editors, 19th International Conference on Computational Statistics, COMPSTAT 2010, Paris, France, August 22-27, 2010 - Keynote, Invited and Contributed Papers. pages 429-436, Physica-Verlag, 2010. [doi]
Abstract is missing.