Non-parametric and semi-parametric asset pricing : an application to the Colombian stock exchange
José Eduardo Gómez-González; Elioth Mirsha Sanabria-Buenaventura
| Year of publication: |
2014
|
|---|---|
| Authors: | Gómez González, José Eduardo ; Sanabria-Buenaventura, Elioth Mirsha |
| Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 38.2014, 2, p. 261-268
|
| Subject: | CAPM | Non-parametrics | Kernel estimation | Bootstrapping | SML | Nichtparametrisches Verfahren | Nonparametric statistics | Kolumbien | Colombia | Bootstrap-Verfahren | Bootstrap approach | Schätzung | Estimation | Schätztheorie | Estimation theory | Börsenhandel | Stock exchange trading |
| Extent: | graph. Darst. |
|---|---|
| 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/10010460969