A new stochastically flexible event methodology with application to Proposition 103
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- Schwert, G.W. & Seguin, P.J., 1988.
"Heteroskedasticity In Stock Returns,"
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- Hsu, D.A., 1982. "Robust inferences for structural shift in regression models," Journal of Econometrics, Elsevier, vol. 19(1), pages 89-107, May.
- Frankfurter, George M. & McGoun, Elton G., 1993. "The event study: An industrial strength method," International Review of Financial Analysis, Elsevier, vol. 2(2), pages 121-141.
- Brown, Stephen J. & Warner, Jerold B., 1980. "Measuring security price performance," Journal of Financial Economics, Elsevier, vol. 8(3), pages 205-258, September.
- J. David Cummins & Sharon Tennyson, 1992. "Controlling Automobile Insurance Costs," Journal of Economic Perspectives, American Economic Association, vol. 6(2), pages 95-115, Spring.
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