A nonparametric approach for estimating betas: the smoothed rolling estimator
| Year of publication: |
2010
|
|---|---|
| Authors: | Esteban, Maria Victoria ; Orbe-Mandaluniz, Susan |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 42.2010, 10, p. 1269-1280
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