Quantile regression under asymmetric laplace distribution in capital asset pricing model

Quantile regression under asymmetric laplace distribution in capital asset pricing model

© Springer International Publishing Switzerland 2015. We used a quantile regression under asymmetric Laplace distribution for predicting stock returns. Specifically, we apply this method to the classical capital asset pricing model (CAPM) to estimate the beta coefficient which measure risk in the po...

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書目詳細資料
Main Authors:	Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta
格式:	Book Series
出版:	2018
主題:	Agricultural and Biological Sciences
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84919360816&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/44547
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