A nonparametric approach for estimating betas: The smoothed rolling estimator

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

ISSN: 0003-6846,  1466-4283

Year of publication: 2010

Volume: 42

Issue: 10

Pages: 1269-1279

Type: Article

DOI: 10.1080/00036840701721257 GOOGLE SCHOLAR
Data source: Scopus