Nonparametric dynamic conditional beta
John M. Maheu and Azam Shamsi Zamenjani
| Year of publication: |
2021
|
|---|---|
| Authors: | Maheu, John M. ; Zamenjani, Azam Shamsi |
| Subject: | nonparametric | Dirichlet process mixture | GARCH | beta | Nichtparametrisches Verfahren | Nonparametric statistics | Betafaktor | Beta risk | ARCH-Modell | ARCH model | CAPM | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbz024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012654975