Stochastic approach to heterogeneity in short-time announcement effects on the Chilean stock market indexes within 2016-2019

Milan Stehlik; D. Leal; Jozef Kiselak; J. Leers; Lubos Strelec; F. Fuders

doi:10.1080/07362994.2022.2164508

Stochastic approach to heterogeneity in short-time announcement effects on the Chilean stock market indexes within 2016-2019

Milan Stehlik, D. Leal, Jozef Kiselak, J. Leers, Lubos Strelec, F. Fuders

Department of Data Acquisition and Data Quality

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	1-19
Number of pages	19
Journal	Stochastic Analysis and Applications
Volume	42
Issue number	1
Early online date	2022
DOIs	https://doi.org/10.1080/07362994.2022.2164508
Publication status	Published - 2024

Fields of science

101018 Statistics
101024 Probability theory
101026 Time series analysis
101029 Mathematical statistics
102009 Computer simulation
102035 Data science
509 Other Social Sciences

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10.1080/07362994.2022.2164508

Cite this

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author = "Milan Stehlik and D. Leal and Jozef Kiselak and J. Leers and Lubos Strelec and F. Fuders",

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AU - Stehlik, Milan

AU - Leal, D.

AU - Kiselak, Jozef

AU - Leers, J.

AU - Strelec, Lubos

AU - Fuders, F.

PY - 2024

Y1 - 2024

UR - https://www.scopus.com/pages/publications/85146338863

U2 - 10.1080/07362994.2022.2164508

DO - 10.1080/07362994.2022.2164508

M3 - Article

SN - 0736-2994

VL - 42

SP - 1

EP - 19

JO - Stochastic Analysis and Applications

JF - Stochastic Analysis and Applications

IS - 1

ER -

Stochastic approach to heterogeneity in short-time announcement effects on the Chilean stock market indexes within 2016-2019

Fields of science

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Other files and links

Statistical Inference in Complex Situations

Applications of Statistical Methods

Cite this

Stochastic approach to heterogeneity in short-time announcement effects on the Chilean stock market indexes within 2016-2019

Fields of science

Access to Document

Other files and links

Projects

Statistical Inference in Complex Situations

Applications of Statistical Methods

Cite this