Bayesian markov switching quantile regression with unknown quantile τ: Application to stock exchange of Thailand (SET)
© 2019 by the Mathematical Association of Thailand. All rights reserved. This paper introduces a Bayesian Markov Switching quantile regression with unknown-quantile model that allows the quantile level to be an estimated parameter. This will enable the model to reflect the real behavior of the data...
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| Main Authors: | , , |
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| Format: | Journal |
| Published: |
2019
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85068482408&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/65687 |
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| Institution: | Chiang Mai University |
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