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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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Conditional beta pricing models : a nonparametric approach
Ferreira, Eva; Gil-Bazo, Javier; Orbe-Mandaluniz, Susan - In: Journal of banking & finance 35 (2011) 12, pp. 3362-3382
Persistent link: https://www.econbiz.de/10009384179
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Conditional beta pricing models : a nonparametric approach
Ferreira, Eva; Gil-Bazo, Javier; Orbe-Mandaluniz, Susan - 2010
Persistent link: https://www.econbiz.de/10008934914
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Nonparametric estimation of time varying parameters under shape restrictions
Orbe-Mandaluniz, Susan; Ferreira, Eva; Rodríguez Poo, … - In: Journal of econometrics 126 (2005) 1, pp. 53-77
Persistent link: https://www.econbiz.de/10002538630
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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
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A semiparametric estimation of liquidity effects on option pricing
Ferreira, Eva; Gago, Mónica; Rubio, Gonzalo - In: Spanish economic review : SER 5 (2003) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001761022
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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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The effect of dependence on European market risk : a nonparametric time varying approach
Ascorbebeitia, Jone; Ferreira, Eva; Orbe-Mandaluniz, Susan - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 913-923
Persistent link: https://www.econbiz.de/10013534579