Capital asset pricing model through quantile regression: An entropy approach

Capital asset pricing model through quantile regression: An entropy approach

© 2017 by the Mathematical Association of Thailand. All rights reserved. This paper introduces the generalized maximum entropy(GME) approach, which was proposed by Golan, Judge and Miller in 1997 to estimate the quantile regression model for capital asset pricing because this information-theoretic e...

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書目詳細資料
Main Authors:	Woraphon Yamaka, Kittawit Autchariyapanitkul, Paravee Meneejuk, Songsak Sriboonchitta
格式:	雜誌
出版:	2018
主題:	Mathematics
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85039714336&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/57543
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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