A semiparametric conditional capital asset pricing model
Zongwu Cai, Yu Ren, Bingduo Yang
| Year of publication: |
December 2015
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|---|---|
| Authors: | Cai, Zongwu ; Ren, Yu ; Yang, Bingduo |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 61.2015, p. 117-126
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| Subject: | Conditional capital asset pricing model | Functional coefficient regression | Smoothly clipped absolute deviation penalty | Variable selection | CAPM | Schätztheorie | Estimation theory | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2015.09.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011545159