SSRNTrading, Microstructure & Execution
Robust Beta Estimator in Finance
The paper introduces a robust nonparametric estimator using high-frequency financial data to study integrated betas' dynamic structures.
Featured in No. 64 on 5 Sep 2024 ·
- Released
- 11 May 2024
- First featured
- No. 64 · 5 Sep 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4942232
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).