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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書目詳細資料
Main Authors:	Pathairat Pastpipatkul, Paravee Maneejuk, Songsak Sriboonchitta
格式:	雜誌
出版:	2018
主題:	Computer Science Energy Engineering Environmental Science Mathematics Social Sciences
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85040866708&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/57046
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Chiang Mai University

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