Asymmetric Smooth Transition Quantile Capital Asset Pricing Model with Time-Varying Effect
碩士 === 逢甲大學 === 統計與精算所 === 98 === Capital asset pricing model (CAPM) has become a fundamental tool in finance for assessing the cost of capital, risk management, portfolio diversification and other financial assets. It is generally believed that the risks of assets should change over time or vary wi...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/61705253078409625128 |