On Asymmetric Market Model with Heteroskedasticity and Quantile Regression
© 2015, Springer Science+Business Media New York. The capital asset pricing model is widely used in financial risk management due to its simplicity and utility in a variety of situations. Many of the constructs of this market model are widely used in investment, but the simple assumptions of a const...
Saved in:
Main Authors: | Cathy W.S. Chen, Muyi Li, Nga T.H. Nguyen, Songsak Sriboonchitta |
---|---|
格式: | 雜誌 |
出版: |
2018
|
主題: | |
在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84950265347&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/57172 |
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 |
相似書籍
-
On Asymmetric Market Model with Heteroskedasticity and Quantile Regression
由: Cathy W.S. Chen, et al.
出版: (2018) -
On Asymmetric Market Model with Heteroskedasticity and Quantile Regression
由: Chen C., et al.
出版: (2017) -
Pair trading based on quantile forecasting of smooth transition GARCH models
由: Cathy W.S. Chen, et al.
出版: (2018) -
Testing for Parameter Stability in Quantile Regression Models
由: SU, Liangjun, et al.
出版: (2008) -
Inferences of default risk and borrower characteristics on P2P lending
由: Cathy W.S. Chen, et al.
出版: (2019)