Nonparametric methods for estimating and testing for constant betas in asset pricing models
M. V. Esteban, E. Ferreira and S. Orbe-Mandaluniz
| Year of publication: |
2015
|
|---|---|
| Authors: | Esteban, María Victoria ; Ferreira, Eva ; Orbe-Mandaluniz, Susan |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 25/27, p. 2577-2607
|
| Subject: | time-varying coefficients | beta pricing models | smoothing splines | Fama–French three-factor model | CAPM | Schätztheorie | Estimation theory | Betafaktor | Beta risk | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Statistischer Test | Statistical test |
| 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/10010519653