Conditionally parametric fits for CAPM betas
Year of publication: |
2004
|
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Authors: | Abberger, Klaus |
Publisher: |
Konstanz : University of Konstanz, Center of Finance and Econometrics (CoFE) |
Subject: | Capital Asset Pricing Model | Beta-Faktor | Nichtlineares Verfahren | Schätztheorie | Theorie | CAPM | time-varying betas | conditionally parametric fits | nonparametric regression |
Series: | CoFE Discussion Paper ; 04/04 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 477676278 [GVK] hdl:10419/23566 [Handle] RePEc:zbw:cofedp:0404 [RePEc] |
Source: |
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Conditionally parametric fits for CAPM betas
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