A nonparametric approach to measuring the sensitivity of an asset’s return to the market
Thomas A. Severini
| Year of publication: |
May 2016
|
|---|---|
| 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 | Schätzung | Estimation | CAPM | Börsenkurs | Share price | Betafaktor | Beta risk | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10436-016-0277-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011555692