Quantile Regression Under Asymmetric Laplace Distribution in Capital Asset Pricing Model

Econometrics of Risk - Studies in Computational Intelligence ◽

10.1007/978-3-319-13449-9_15 ◽

2014 ◽

pp. 219-231 ◽

Author(s):

Kittawit Autchariyapanitkul ◽

Somsak Chanaim ◽

Songsak Sriboonchitta

Keyword(s):

Asset Pricing ◽

Quantile Regression ◽

Laplace Distribution ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asymmetric Laplace Distribution ◽

Asset Pricing Model

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Predicting Stock Returns in the Capital Asset Pricing Model Using Quantile Regression and Belief Functions

Belief Functions: Theory and Applications - Lecture Notes in Computer Science ◽

10.1007/978-3-319-11191-9_24 ◽

2014 ◽

pp. 219-226 ◽

Author(s):

Kittawit Autchariyapanitkul ◽

Somsak Chanaim ◽

Songsak Sriboonchitta ◽

Thierry Denoeux

Keyword(s):

Asset Pricing ◽

Quantile Regression ◽

Stock Returns ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Belief Functions ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Reexamination of capital asset pricing model (CAPM): An application of quantile regression

AFRICAN JOURNAL OF BUSINESS MANAGEMENT ◽

10.5897/ajbm10.697 ◽

2011 ◽

Vol 5 (33) ◽

Author(s):

Matthew C. Chang

Keyword(s):

Asset Pricing ◽

Quantile Regression ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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The Capital Asset Pricing Model and Market Microstructure

10.2469/dig.v29.n4.589 ◽

1999 ◽

Vol 29 (4) ◽

pp. 96-96

Author(s):

Frank T. Magiera

Keyword(s):

Asset Pricing ◽

Market Microstructure ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Capital Asset Pricing Model und Alternativkalküle

10.1007/978-3-658-12025-2 ◽

2016 ◽

Author(s):

Raphael Stahl

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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The Capital Asset Pricing Model, A Fundamental Critique

SSRN Electronic Journal ◽

10.2139/ssrn.1612415 ◽

2010 ◽

Author(s):

Roger Dayala

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Validity of Non-Standardized Form of Capital Asset Pricing Model in Pakistan

SSRN Electronic Journal ◽

10.2139/ssrn.1867877 ◽

2011 ◽

Author(s):

M.Irfan Khan ◽

Sarwat Afzal

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Stochastic Portfolio Theory vs. Modern Portfolio Theory and the Implications for the Capital Asset Pricing Model

SSRN Electronic Journal ◽

10.2139/ssrn.2226985 ◽

2012 ◽

Author(s):

Robert Ferguson

Keyword(s):

Asset Pricing ◽

Portfolio Theory ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Modern Portfolio Theory ◽

Asset Pricing Model ◽

Stochastic Portfolio Theory

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Estimation of an International Capital Asset Pricing Model with Stocks and Government Bonds

SSRN Electronic Journal ◽

10.2139/ssrn.477465 ◽

2002 ◽

Author(s):

Tom Arild Fearnley

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

International Capital ◽

Capital Asset ◽

Government Bonds ◽

Asset Pricing Model

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The Relationship of Bond Betas to Bond Returns and Agency Ratings with a Test of the Capital Asset Pricing Model

SSRN Electronic Journal ◽

10.2139/ssrn.903304 ◽

1976 ◽

Author(s):

Michael S. Rozeff

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model ◽

Bond Returns ◽

Relationship Of ◽

The Relationship

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Multinational Company Registration Country's Control over Overseas Operations——based on Capital Asset Pricing Model

2020 2nd International Conference on Economic Management and Model Engineering (ICEMME) ◽

10.1109/icemme51517.2020.00100 ◽

2020 ◽

Author(s):

ZHANG KEYI

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Multinational Company ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model ◽

Overseas Operations

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