On the Use of Alternate Methodologies in Detecting Abnormal Performance With Cal
On the Use of Alternate Methodologies in Detecting Abnormal Performance With Cal
The book On the Use of Alternate Methodologies in Detecting Abnormal Performance With Cal was written by author Here you can read free online of On the Use of Alternate Methodologies in Detecting Abnormal Performance With Cal book, rate and share your impressions in comments. If you don't know what to write, just answer the question: Why is On the Use of Alternate Methodologies in Detecting Abnormal Performance With Cal a good or bad book?
Where can I read On the Use of Alternate Methodologies in Detecting Abnormal Performance With Cal for free?
In our eReader you can find the full English version of the book. Read On the Use of Alternate Methodologies in Detecting Abnormal Performance With Cal Online - link to read the book on full screen. Our eReader also allows you to upload and read Pdf, Txt, ePub and fb2 books. In the Mini eReder on the page below you can quickly view all pages of the book - Read Book On the Use of Alternate Methodologies in Detecting Abnormal Performance With Cal
In our eReader you can find the full English version of the book. Read On the Use of Alternate Methodologies in Detecting Abnormal Performance With Cal Online - link to read the book on full screen. Our eReader also allows you to upload and read Pdf, Txt, ePub and fb2 books. In the Mini eReder on the page below you can quickly view all pages of the book - Read Book On the Use of Alternate Methodologies in Detecting Abnormal Performance With Cal
What reading level is On the Use of Alternate Methodologies in Detecting Abnormal Performance With Cal book?
To quickly assess the difficulty of the text, read a short excerpt:
Both these factors contribute to the higher rejection frequencies for EGLS. When the number of available time-series observations per estimated parameters is about 10 (i. E. N/T - 0. 2), the EGLS estimator of standard error is about 75% of the true standard error. If there are only four times as many time -series observations available as the estimated parameters (i. E, N/T - 0. 5), the EGLS estimator of standard error is likely to be less than 50% of the true standard error. 3. 3 ROBUSTNESS OF... THE RESULTS TO THE CHOICE OF THE INDEX To check the robustness of the results on the performance of alternate methodologies to the choice of market index, all the experiments are redone using the CRSP value -weighted index. For these simulations, most of the market model statistics are similar to those using an equally-weighted index, except that the average values of cross-correlation (irrespective of firms' industries) and within- industry correlation in residuals are about 1% and 2% respectively for daily data and 3% and 6% respectively for weekly data.
What to read after On the Use of Alternate Methodologies in Detecting Abnormal Performance With Cal?
You can find similar books in the "Read Also" column, or choose other free books by Ravi Bhushan to read onlineMoreLess
To quickly assess the difficulty of the text, read a short excerpt:
Both these factors contribute to the higher rejection frequencies for EGLS. When the number of available time-series observations per estimated parameters is about 10 (i. E. N/T - 0. 2), the EGLS estimator of standard error is about 75% of the true standard error. If there are only four times as many time -series observations available as the estimated parameters (i. E, N/T - 0. 5), the EGLS estimator of standard error is likely to be less than 50% of the true standard error. 3. 3 ROBUSTNESS OF... THE RESULTS TO THE CHOICE OF THE INDEX To check the robustness of the results on the performance of alternate methodologies to the choice of market index, all the experiments are redone using the CRSP value -weighted index. For these simulations, most of the market model statistics are similar to those using an equally-weighted index, except that the average values of cross-correlation (irrespective of firms' industries) and within- industry correlation in residuals are about 1% and 2% respectively for daily data and 3% and 6% respectively for weekly data.
What to read after On the Use of Alternate Methodologies in Detecting Abnormal Performance With Cal?
You can find similar books in the "Read Also" column, or choose other free books by Ravi Bhushan to read onlineMoreLess
Read book On the Use of Alternate Methodologies in Detecting Abnormal Performance With Cal for free
Write Review:
User Reviews: