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- Fri Aug 09, 2013 5:33 am
- Forum: Econometric Discussions
- Topic: Event Study
- Replies: 0
- Views: 2066
Event Study
Hi I am currently carrying out research as part of my thesis and I am having some difficulty developing my model. I am carrying out an event study which will use an ARCH/GARCH corrected market model for stock returns for different sector indices in 18 countries. As a start point I know I need to car...