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

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

ISSN: 1466-4283 0003-6846

Année de publication: 2015

Volumen: 47

Número: 25

Pages: 2577-2607

Type: Article

DOI: 10.1080/00036846.2015.1005812 GOOGLE SCHOLAR