Interval-valued estimation for the five largest market capitalization stocks in the stock exchange of Thailand by Markov-Switching CAPM
© 2018, Springer International Publishing AG. The paper aims to quantify risk using Capital Asset Pricing Model (CAPM) of the 5 top-traded stocks in Thailand’s Stock Exchange market as well as to investigate existence of structural change in CAPM. Thus, in this paper, we compare non-linear Markov-sw...
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| Main Authors: | , , |
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| Format: | Book Series |
| Published: |
2018
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85038860468&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/43870 |
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| Institution: | Chiang Mai University |
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