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...
Saved in:
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 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Chiang Mai University |
Similar Items
-
Estimating efficiency of stock return with interval data
by: Phachongchit Tibprasorn, et al.
Published: (2018) -
Estimating efficiency of stock return with interval data
by: Phachongchit Tibprasorn, et al.
Published: (2018) -
Threshold regression for modeling symbolic interval data
by: Phochanachan P., et al.
Published: (2017) -
Interval-valued estimation for the five largest market capitalization stocks in the stock exchange of Thailand by Markov-Switching CAPM
by: Karn Thamprasert, et al.
Published: (2018) -
Interval-valued estimation for the five largest market capitalization stocks in the stock exchange of Thailand by Markov-Switching CAPM
by: Karn Thamprasert, et al.
Published: (2018)