Pages that link to "Item:Q2866374"
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The following pages link to Multi-regime nonlinear capital asset pricing models (Q2866374):
Displaying 6 items.
- Smooth transition quantile capital asset pricing models with heteroscedasticity (Q1930398) (← links)
- Beyond CAPM: estimating the cost of equity considering idiosyncratic risks (Q4554217) (← links)
- Assessing Sectoral Risk Through Skew-Error Capital Asset Pricing Model: Empirical Evidence from Thai Stock Market (Q4558860) (← links)
- On double hysteretic heteroskedastic model (Q5222509) (← links)
- Model Selection and Averaging in Financial Risk Management (Q5742646) (← links)
- Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis (Q6168909) (← links)
