JER, 第 8 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2003 |
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第 1 到 3 筆結果,共 25 筆
第 34 頁
... detected if T were allowed to be too small . Moreover , the estimates of the market model using too small a sample ... detected beta change - point , and 2,133 firms have no detected beta change - points . The total number of the ...
... detected if T were allowed to be too small . Moreover , the estimates of the market model using too small a sample ... detected beta change - point , and 2,133 firms have no detected beta change - points . The total number of the ...
第 35 頁
... detected beta change - point and 6,760 have no detected beta change- points . The total number of the detected beta change - points for the 9,027 firms is 27,564 . The arbitrarily chosen 5 - year period to estimate betas which is ...
... detected beta change - point and 6,760 have no detected beta change- points . The total number of the detected beta change - points for the 9,027 firms is 27,564 . The arbitrarily chosen 5 - year period to estimate betas which is ...
第 36 頁
... detected beta change - points over the period [ -36 , +36 ] . Month 0 indicates the month that the change in beta is detected . In fact , month 0 is the ending month of a regime , and month 1 is the be- ginning month of the following ...
... detected beta change - points over the period [ -36 , +36 ] . Month 0 indicates the month that the change in beta is detected . In fact , month 0 is the ending month of a regime , and month 1 is the be- ginning month of the following ...
內容
Dongcheol Kim Detecting Structural Shifts of | 21 |
22 | 39 |
Koji Okuguchi Ferenc Szidarovszky Oligopoly with | 51 |
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