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Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Estimation
8
Schätzung
8
Beta risk
7
Betafaktor
7
CAPM
7
Estimation theory
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Orbe-Mandaluniz, Susan
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Lekuona, Agurtzane
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Majovská, Renata
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Nieto Domenech, Belen
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ECONIS (ZBW)
RePEc
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OLC EcoSci
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Reducing the environmental impact of food consumption through fiscal policies : the case of Spain
Gutiérrez, María José
;
Inguanzo, Belén
; …
- In:
Ecological economics
233
(
2025
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015419824
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2
Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 707-745
Persistent link: https://www.econbiz.de/10012654990
Saved in:
3
Conditional beta pricing models : a nonparametric approach
Ferreira, Eva
;
Gil-Bazo, Javier
;
Orbe-Mandaluniz, Susan
- In:
Journal of banking & finance
35
(
2011
)
12
,
pp. 3362-3382
Persistent link: https://www.econbiz.de/10009384179
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4
The effect of dependence on European market risk : a nonparametric time varying approach
Ascorbebeitia, Jone
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 913-923
Persistent link: https://www.econbiz.de/10013534579
Saved in:
5
Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
-
2017
Persistent link: https://www.econbiz.de/10011750315
Saved in:
6
Nonparametric estimation of conditional beta pricing models
Ferreira, Eva
(
contributor
);
Gil-Bazo, Javier
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003773913
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7
Benchmarking of patents : an appöication of GAM methodology
Mariel, Petr
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003541950
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8
A time varying coefficient model for panel data : foreign investment in European OECD countries
Mariel, Petr
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003541974
Saved in:
9
The knowledge-capital model of FDI : a time varying coefficients approach
Mariel, Petr
;
Orbe-Mandaluniz, Susan
;
Rodríguez …
- In:
Scottish journal of political economy : the journal of …
56
(
2009
)
2
,
pp. 196-212
Persistent link: https://www.econbiz.de/10003837271
Saved in:
10
Nonparametric approach to patent citations
Mariel, Petr
;
Orbe-Mandaluniz, Susan
- In:
Prague economic papers : a bimonthly journal of …
18
(
2009
)
3
,
pp. 251-266
Persistent link: https://www.econbiz.de/10003895457
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