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: | , , , |
|---|---|
| 格式: | Conference Proceeding |
| 出版: |
2018
|
| 主題: | |
| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84951080741&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/54420 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|