Capital asset pricing model through quantile regression: An entropy approach
© 2017 by the Mathematical Association of Thailand. All rights reserved. This paper introduces the generalized maximum entropy(GME) approach, which was proposed by Golan, Judge and Miller in 1997 to estimate the quantile regression model for capital asset pricing because this information-theoretic e...
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| Main Authors: | , , , |
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| 格式: | 雜誌 |
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2018
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| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85039714336&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/57543 |
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