On Asymmetric Market Model with Heteroskedasticity and Quantile Regression
© 2015, Springer Science+Business Media New York. The capital asset pricing model is widely used in financial risk management due to its simplicity and utility in a variety of situations. Many of the constructs of this market model are widely used in investment, but the simple assumptions of a const...
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| Main Authors: | , , , |
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| 格式: | 雜誌 |
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2017
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| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84950265347&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/41069 |
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