Assessing Sectoral Risk Through Skew-Error Capital Asset Pricing Model: Empirical Evidence from Thai Stock Market
From MaRDI portal
Publication:4558860
DOI10.1007/978-3-319-13449-9_30zbMath1418.91642OpenAlexW172493893MaRDI QIDQ4558860
S. T. Boris Choy, Nuttanan Wichitaksorn
Publication date: 30 November 2018
Published in: Econometrics of Risk (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-13449-9_30
Cites Work
- Unnamed Item
- Unnamed Item
- Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
- Multi-regime nonlinear capital asset pricing models
- SCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLING
- Ornstein–Uhlenbeck type processes with non-normal distribution
- A generalized class of skew distributions and associated robust quantile regression models
This page was built for publication: Assessing Sectoral Risk Through Skew-Error Capital Asset Pricing Model: Empirical Evidence from Thai Stock Market