Estimating efficiency of stock return with interval data

© Springer International Publishing AG 2017. Existing studies on capital asset pricing model (CAPM) have basically focused on point data which may not concern about the variability and uncertainty in the data. Hence, this paper suggests the approach that gains more efficiency, that is, the interval...

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Bibliographic Details
Main Authors: Tibprasorn P., Khiewngamdee C., Yamaka W., Sriboonchitta S.
Format: Book Series
Published: 2017
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012906531&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/40755
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Institution: Chiang Mai University