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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| Main Authors: | , , |
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| Format: | Journal |
| Published: |
2018
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| Subjects: | |
| 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 |