Time-Varying Beta Estimators in the Mexican Emerging Market
Year of publication: |
2011
|
---|---|
Authors: | Zárraga Alonso, Ainhoa ; Nieto Domenech, Belén ; Orbe Mandaluniz, Susan |
Institutions: | Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales |
Subject: | time-varying beta | nonparametric estimator | GARCH based beta estimator |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Biltoki 2011.06 Number 2011-06 |
Classification: | G15 - International Financial Markets ; C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods |
Source: |
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