Nonparametric methods for estimating and testing for constant betas in asset pricing models
Author:
Funder
spanish government
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/00036846.2015.1005812
Reference41 articles.
1. More on Beta as a Random Coefficient
2. ON THE ASSESSMENT OF RISK: SOME FURTHER CONSIDERATIONS
3. ON THE ASSESSMENT OF RISK
4. Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model
5. Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
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