Quantile Regression Under Asymmetric Laplace Distribution in Capital Asset Pricing Model (Q4558838)
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scientific article; zbMATH DE number 6987148
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile Regression Under Asymmetric Laplace Distribution in Capital Asset Pricing Model |
scientific article; zbMATH DE number 6987148 |
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Quantile Regression Under Asymmetric Laplace Distribution in Capital Asset Pricing Model (English)
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30 November 2018
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asymmetric Laplace distribution
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capital asset pricing
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financial econometric
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quantile regression
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