Estimating efficiency of stock return with interval data
Phachongchit Tibprasorn, Chatchai Khiewngamdee, Woraphon Yamaka and Songsak Sriboonchitta
| Year of publication: |
[2017]
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|---|---|
| Authors: | Phachongchit Tibprasorn ; Chatchai Khiewngamdee ; Woraphon Yamaka ; Songsak Sriboonchitta |
| Published in: |
Robustness in econometrics. - Cham : Springer, ISBN 978-3-319-50741-5. - 2017, p. 667-678
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| Subject: | Capital asset pricing model | Stochastic frontier | Copula | Interval data | CAPM | Kapitaleinkommen | Capital income | Schätzung | Estimation | Multivariate Verteilung | Multivariate distribution | Technische Effizienz | Technical efficiency | Schätztheorie | Estimation theory | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-50742-2_41 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011802007