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
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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