Nonparametric methods for estimating and testing for constant betas in asset pricing models

  1. Esteban, M.V.
  2. Ferreira, E.
  3. Orbe-Mandaluniz, S.
Journal:
Applied Economics

ISSN: 1466-4283,  0003-6846

Year of publication: 2015

Volume: 47

Issue: 25

Pages: 2577-2607

Type: Article

DOI: 10.1080/00036846.2015.1005812 GOOGLE SCHOLAR
Data source: Scopus