A nonparametric approach to measuring the sensitivity of an asset’s return to the market
Year of publication: |
May 2016
|
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Authors: | Severini, Thomas A. |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 12.2016, 2, p. 179-199
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Subject: | Beta | Correlation curve | Market model | Nonparametric function estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | Börsenkurs | Share price | Schätzung | Estimation |
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