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Nonparametric estimation of conditional beta pricing models
Ferreira, Eva (contributor); Gil-Bazo, Javier (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003773913
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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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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