A nonparametric approach to measuring the sensitivity of an asset's return to the market (Q315467)
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scientific article; zbMATH DE number 6628830
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| English | A nonparametric approach to measuring the sensitivity of an asset's return to the market |
scientific article; zbMATH DE number 6628830 |
Statements
A nonparametric approach to measuring the sensitivity of an asset's return to the market (English)
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21 September 2016
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beta
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correlation curve
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market model
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nonparametric function estimation
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0.7432826161384583
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0.7373046875
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0.736051082611084
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0.7358782291412354
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