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Time-Varying Beta Estimators i...
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Nonparametric statistics
Nichtparametrisches Verfahren
9
Estimation
8
Schätzung
8
CAPM
7
Beta risk
6
Betafaktor
6
long memory
6
Estimation theory
4
Schätztheorie
4
USA
4
United States
4
bandwidth selection
4
bootstrap
4
choice modelling
4
seasonality
4
Theorie
3
Theory
3
análisis de correspondencias
3
censorship
3
discrete choice experiments
3
environmental valuation
3
fishing resources
3
management flexibility
3
national accounting
3
privatization
3
semiparametric estimation
3
stochastic volatility
3
unit roots
3
willingness to pay
3
Auslandsinvestition
2
Benders decomposition
2
Börsenkurs
2
C++
2
COIN-OR
2
EU countries
2
EU-Staaten
2
Einkommensverteilung
2
Foreign investment
2
Income distribution
2
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8
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English
9
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Orbe-Mandaluniz, Susan
9
Ferreira, Eva
6
Esteban, María Victoria
2
Gil-Bazo, Javier
2
Mariel, Petr
2
Ascorbebeitia, Jone
1
Casas, Isabel
1
Rodríguez Poo, Juan Manuel
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Applied economics
2
Biltoki : documentos de trabajo
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of financial econometrics
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Prague economic papers : a bimonthly journal of economic theory and policy
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ECONIS (ZBW)
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1
Nonparametric approach to patent citations
Mariel, Petr
;
Orbe-Mandaluniz, Susan
- In:
Prague economic papers : a bimonthly journal of …
18
(
2009
)
3
,
pp. 251-266
Persistent link: https://www.econbiz.de/10003895457
Saved in:
2
A nonparametric approach for estimating betas : the smoothed rolling estimator
Esteban, María Victoria
;
Orbe-Mandaluniz, Susan
- In:
Applied economics
42
(
2010
)
10/12
,
pp. 1269-1279
Persistent link: https://www.econbiz.de/10008658509
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Conditional beta pricing models : a nonparametric approach
Ferreira, Eva
;
Gil-Bazo, Javier
;
Orbe-Mandaluniz, Susan
-
2010
Persistent link: https://www.econbiz.de/10008934914
Saved in:
6
Nonparametric estimation of the effects of advertising : the case of Lydia Pinkham
Mariel, Petr
;
Orbe-Mandaluniz, Susan
- In:
The journal of business : B
78
(
2005
)
2
,
pp. 649-673
Persistent link: https://www.econbiz.de/10002926935
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
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