Semiparametric estimation of risk-return relationships
Juan Carlos Escanciano, Juan Carlos Pardo-Fernández, Ingrid Van Keilegom
| Year of publication: |
January 2017
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|---|---|
| Authors: | Escanciano, Juan Carlos ; Pardo-Fernández, Juan Carlos ; Van Keilegom, Ingrid |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 1, p. 40-52
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| Subject: | Asset pricing | Conditional variance | Kernel estimation | Nonparametric inference | Risk premium | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Risikoprämie | Volatilität | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | CAPM | Schätzung | Estimation | Risiko | Risk | Börsenkurs | Share price | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1052879 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704099