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]
@inproceedings{CastellanoS10,
title = {A Markov Switching Re-evaluation of Event-Study Methodology},
author = {Rosella Castellano and Luisa Scaccia},
year = {2010},
doi = {10.1007/978-3-7908-2604-3_41},
url = {https://doi.org/10.1007/978-3-7908-2604-3_41},
researchr = {https://researchr.org/publication/CastellanoS10},
cites = {0},
citedby = {0},
pages = {429-436},
booktitle = {19th International Conference on Computational Statistics, COMPSTAT 2010, Paris, France, August 22-27, 2010 - Keynote, Invited and Contributed Papers},
editor = {Yves Lechevallier and Gilbert Saporta},
publisher = {Physica-Verlag},
isbn = {978-3-7908-2604-3},
}