Conditional beta pricing models: A nonparametric approach
Year of publication: |
2010
|
---|---|
Authors: | Orbe Mandaluniz, Susan ; García, Ferreira ; Eva, María ; Gil Bazo, Javier |
Institutions: | Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales |
Subject: | Fama-French three-factor model | conditional asset pricing models | locally stationary processes | Kernel estimation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Biltoki 2010.10 Number 2010-10 |
Classification: | G12 - Asset Pricing ; C14 - Semiparametric and Nonparametric Methods ; C32 - Time-Series Models |
Source: |
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