Quantile regression under asymmetric Laplace distribution in capital asset pricing model
Kittawit Autchariyapanitkul, Somsak Chanaim and Songsak Sriboonchitta
| Year of publication: |
2015
|
|---|---|
| Authors: | Kittawit Autchariyapanitkul ; Somsak Chanaim ; Songsak Sriboonchitta |
| Published in: |
Econometrics of risk. - Cham [u.a.] : Springer, ISBN 3-319-13448-5. - 2015, p. 219-231
|
| Subject: | CAPM | Theorie | Theory | Regressionsanalyse | Regression analysis | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010498537