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      Time-Varying Beta Estimators in the Mexican Emerging Market 

      Nieto Domenech, Belén; Orbe Mandaluniz, Susan; Zárraga Alonso, Ainhoa (2011)
      This paper compares the performance of three different time-varying betas that have never previously been compared: the rolling OLS estimator, a nonparametric estimator and an estimator based on GARCH models. The study ...