Narrow search
Showing 1 - 5 of 5
Cover Image
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
Cover Image
Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel; Ferreira, Eva; Orbe-Mandaluniz, Susan - 2017
Persistent link: https://www.econbiz.de/10011750315
Cover Image
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
Cover Image
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
Cover Image
Interpreting correlated random parameters in choice experiments
Mariel, Petr; Artabe, Alaitz - In: Journal of environmental economics and management : … 103 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012534524