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“Because we compute all of our results in calendar time (where the standard errors are based on the time-series volatility), we circumvent the problems inherent in event-time measures—for example, a possible downward bias in the (cross-sectional) standard errors due to factors such as overlapping data.”
想问一下大家这里的calendar time 和event-time measure指的是什么呀？我网上搜不到但是论文里又老是出现这个，论文是一点也看不懂了

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关键词：Overlapping time-series Volatility SECTIONAL Standard 论文 经典论文