Narrow search
Showing 1 - 4 of 4
Cover Image
Evaluation of portfolio returns in Fama-French model using quantile regression under asymmetric Laplace distribution
Kittawit Autchariyapanitkul; Somsak Chanaim; Songsak … - In: Econometrics of risk, (pp. 233-244). 2015
Persistent link: https://www.econbiz.de/10010498535
Cover Image
Quantile regression under asymmetric Laplace distribution in capital asset pricing model
Kittawit Autchariyapanitkul; Somsak Chanaim; Songsak … - In: Econometrics of risk, (pp. 219-231). 2015
Persistent link: https://www.econbiz.de/10010498537
Cover Image
Stochastic frontier model in financial econometrics : a copula-based approach
Phachongchit Tibprasorn; Kittawit Autchariyapanitkul; … - In: Robustness in econometrics, (pp. 575-586). 2017
Persistent link: https://www.econbiz.de/10011801882
Cover Image
The impact of extreme events on portfolio in financial risk management
Chuangchid, K.; Kittawit Autchariyapanitkul; Songsak … - In: Robustness in econometrics, (pp. 679-690). 2017
Persistent link: https://www.econbiz.de/10011802012