Evaluation of portfolio returns in fama-french model using quantile regression under asymmetric laplace distribution
© Springer International Publishing Switzerland 2015. We applied the method of quantile regression under asymmetric Laplace distribution to predicting stock returns. Specifically, we used thismethod in the Fama and French three-factor model for the five industry portfolios to estimate the beta coeff...
Saved in:
| Main Authors: | , , |
|---|---|
| 格式: | Book Series |
| 出版: |
2018
|
| 主題: | |
| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84919344188&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/54359 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|