Markov switching regression with interval data: Application to financial risk via CAPM

Markov switching regression with interval data: Application to financial risk via CAPM

© 2017 American Scientific Publishers. All rights reserved. In the past, the study of finance have basically focused on single-valued data which may not well represent the stock price behaviour. Therefore, this paper suggests the approach that gains more efficiency from using the interval-valued dat...

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Bibliographic Details
Main Authors: Pathairat Pastpipatkul, Paravee Maneejuk, Songsak Sriboonchitta
Format: Journal
Published: 2018
Subjects:
Energy
Engineering
Environmental Science
Mathematics
Agricultural and Biological Sciences
Arts and Humanities
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85040866708&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/46640
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Institution: Chiang Mai University

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https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85040866708&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/46640

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