Estimating efficiency of stock return with interval data

Estimating efficiency of stock return with interval data

© Springer International Publishing AG 2017. Existing studies on capital asset pricing model (CAPM) have basically focused on point data which may not concern about the variability and uncertainty in the data. Hence, this paper suggests the approach that gains more efficiency, that is, the interval...

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書目詳細資料
Main Authors:	Phachongchit Tibprasorn, Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta
格式:	Book Series
出版:	2018
主題:	Computer Science
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012906531&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/57109
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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