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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
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Nonparametric methods for estimating and testing for constant betas in asset pricing models
Esteban, María Victoria; Ferreira, Eva; … - In: Applied economics 47 (2015) 25/27, pp. 2577-2607
Persistent link: https://www.econbiz.de/10010519653
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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
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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
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A more flexible model or simply more effort? : on the use of correlated random parameters in applied choice studies
Mariel, Petr; Meyerhoff, Jürgen - In: Ecological economics : the transdisciplinary journal of … 154 (2018), pp. 419-429
Persistent link: https://www.econbiz.de/10011994936