Estimating Beta-Coefficients of German Stock Data: A Non-Parametric Approach

Author: Eisenbeiss Maik   Kauermann Göran   Semmler Willi  

Publisher: Routledge Ltd

ISSN: 1466-4364

Source: The European Journal of Finance, Vol.13, Iss.6, 2007-09, pp. : 503-522

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Abstract