Mostoles - Madrid, E-28933
Campus Miguel de Unamuno
Economia e Historia Economica
Universidad Rey Juan Carlos - Department Economia
University of Salamanca
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Insider trading, strong form of market efficiency, intensive trading criterion, daily returns, non-event-overlapping, GARCH and ARCH models, indirect transactions
Corporate investment announcements, market response, Tobin's q, FCF, GARCH effects
Value at Risk, portfolio choice, joint distribution, Edgeworth-Sargan distribution, GARCH models, optimal weighting
Multivariate densities, Edgeworth-Sargan and Student's t distributions, financial data, conditional heteroskedasticity
Gram-Charlier and Edgeworth expansions, conditional heterosckedasticity and kurtosis, financial data
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Confidence intervals, Edgeworth-Sargan, Student's t
Value at Risk, Multivariate Densities, Edgeworth-Sargan Density, GARCH Models
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