Conditional beta pricing models: A nonparametric approach

  1. Ferreira, E.
  2. Gil-Bazo, J.
  3. Orbe, S.
Journal:
Journal of Banking and Finance

ISSN: 0378-4266

Year of publication: 2011

Volume: 35

Issue: 12

Pages: 3362-3382

Type: Article

DOI: 10.1016/J.JBANKFIN.2011.05.016 GOOGLE SCHOLAR
Data source: Scopus