Analysis of risk, rate of return and dependency of REITs in ASIA with capital asset pricing model
© Springer International Publishing AG 2018. This study introduces an approach to fitting a copula based seemingly unrelated regression to an interval-valued data set. This approach consists of fitting a model on the appropriate point of the interval values assumed by the variables in the learning s...
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Main Authors: | Rungrapee Phadkantha, Woraphon Yamaka, Roengchai Tansuchat |
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Format: | Book Series |
Published: |
2018
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Subjects: | |
Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85037867938&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58527 |
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Institution: | Chiang Mai University |
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