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Orbe, Susan
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Conditional
beta
pricing models: A nonparametric approach
Ferreira, Eva
;
Gil-Bazo, Javier
;
Orbe, Susan
- In:
Journal of Banking & Finance
35
(
2011
)
12
,
pp. 3362-3382
We propose a two-stage procedure to estimate
conditional
beta
pricing models that allows for flexibility in the …
Persistent link: https://www.econbiz.de/10010577995
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