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...
Saved in:
Main Authors: | Sutthiporn Piamsuwannakit, Kittawit Autchariyapanitkul, Songsak Sriboonchitta, Rujira Ouncharoen |
---|---|
Format: | Conference Proceeding |
Published: |
2018
|
Subjects: | |
Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84951080741&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/44853 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Chiang Mai University |
Similar Items
-
Capital asset pricing model with interval data
by: Sutthiporn Piamsuwannakit, et al.
Published: (2018) -
Capital asset pricing model with interval data
by: Sutthiporn Piamsuwannakit, et al.
Published: (2018) -
Capital asset pricing model with interval data
by: Sutthiporn Piamsuwannakit, et al.
Published: (2018) -
Quantile regression under asymmetric laplace distribution in capital asset pricing model
by: Kittawit Autchariyapanitkul, et al.
Published: (2018) -
Optimizing Stock Returns Portfolio Using the Dependence Structure Between Capital Asset Pricing Models: A Vine Copula-Based Approach
by: Kittawit Autchariyapanitkul, et al.
Published: (2018)