Stochastic frontier model in financial econometrics: A copula-based approach

Stochastic frontier model in financial econometrics: A copula-based approach

© Springer International Publishing AG 2017. This study applies the principle of stochastic frontier model (SFM) to calculate the optimal frontier of the stock prices in a stock market. We use copula to measure dependence between the error terms in SFM by examining several stocks in Down Jones indus...

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書目詳細資料
Main Authors:	Tibprasorn P., Autchariyapanitkul K., Sriboonchitta S.
格式:	Book Series
出版:	2017
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012887682&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/40797
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Chiang Mai University

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