A nonparametric approach for estimating betas : the smoothed rolling estimator
Maria Victoria Esteban and Susan Orbe-Mandaluniz
| Year of publication: |
2010
|
|---|---|
| Authors: | Esteban, María Victoria ; Orbe-Mandaluniz, Susan |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 42.2010, 10/12, p. 1269-1279
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| Subject: | CAPM | Betafaktor | Beta risk | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008658509