JGLS

AcronymDefinition
JGLSJournal of the Gypsy Lore Society
References in periodicals archive ?
Thus, the use of standardized abnormal returns, whose estimates are given by the JGLS t-statistics in Table IV, is relevant for this application.
4) We have verified that the use of the JGLS technique only slightly alters the standard deviation estimates as compared to the classical OLS method, while producing the same estimates for abnormal returns.
To study the presence of clustering of portfolio returns, in Figure 2 we plot the JGLS t-statistics for Event 3 against their Event 2 counterparts.