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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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Beyond single-factor affine term structure models
Ferreira, Eva; Gil-Bazo, Javier - In: Journal of financial econometrics : official journal of … 2 (2004) 4, pp. 565-591
Persistent link: https://www.econbiz.de/10002349845