Capital asset pricing model with interval data

© Springer International Publishing Switzerland 2015. We used interval-valued data to predict stock returns rather than just point valued data. Specifically, we used these interval values in the classical capital asset pricing model to estimate the beta coefficient that represents the risk in the po...

Full description

Saved in:
Bibliographic Details
Main Authors: Sutthiporn Piamsuwannakit, Kittawit Autchariyapanitkul, Songsak Sriboonchitta, Rujira Ouncharoen
Format: Book Series
Published: 2018
Subjects:
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84951764722&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/44798
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Chiang Mai University
Be the first to leave a comment!
You must be logged in first