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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
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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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Time-varying beta estimators in the Mexican emerging market
Nieto Domenech, Belen; Orbe-Mandaluniz, Susan; Zarraga, … - 2011
Persistent link: https://www.econbiz.de/10010417903
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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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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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Distributional impact of COVID-19 : regional inequalities in cases and deaths in Spain during the first wave
Gutiérrez, Mara-José; Inguanzo, Belén; … - In: Applied economics 53 (2021) 31, pp. 3636-3657
Persistent link: https://www.econbiz.de/10012589499
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Why are there time-varying comovements in the European stock market?
Ferreira, Eva; Orbe-Mandaluniz, Susan - In: The European journal of finance 24 (2018) 10/12, pp. 828-848
Persistent link: https://www.econbiz.de/10012244414
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Reexamining the inequality of opportunity in education in some European countries
Lasso de la Vega, Casilda; Lekuona, Agurtzane; … - In: Applied economics letters 27 (2020) 7, pp. 544-548
Persistent link: https://www.econbiz.de/10012205725