A Markov Switching Re-evaluation of Event-Study Methodology.

Rosella Castellano Luisa Scaccia

Published in: COMPSTAT (2010)

Keyphrases

theoretical framework
database
databases
empirical analysis
information retrieval
data sets
statistical analysis
web services
similarity measure
multiscale
markov chain
information systems
experimental study
search engine
event detection
statistical methods
quantitative evaluation
real world