Interval-valued estimation for the five largest market capitalization stocks in the stock exchange of Thailand by Markov-Switching CAPM

Interval-valued estimation for the five largest market capitalization stocks in the stock exchange of Thailand by Markov-Switching CAPM

© 2018, Springer International Publishing AG. The paper aims to quantify risk using Capital Asset Pricing Model (CAPM) of the 5 top-traded stocks in Thailand’s Stock Exchange market as well as to investigate existence of structural change in CAPM. Thus, in this paper, we compare non-linear Markov-sw...

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書目詳細資料
Main Authors:	Karn Thamprasert, Pathairat Pastpipatkul, Woraphon Yamaka
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=85038860468&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58522
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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