Predicting stock returns in the capital asset pricing model using quantile regression and belief functions
© Springer International Publishing Switzerland 2014. We consider an inference method for prediction based on belief functions in quantile regression with an asymmetric Laplace distribution. Specifically, we apply this method to the capital asset pricing model to estimate the beta coefficient and me...
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| Main Authors: | , , , |
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| 格式: | Book Series |
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2018
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| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84921642441&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/53437 |
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| 機構: | Chiang Mai University |