Assessing Sectoral Risk Through Skew-Error Capital Asset Pricing Model: Empirical Evidence from Thai Stock Market (Q4558860)
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scientific article; zbMATH DE number 6987163
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessing Sectoral Risk Through Skew-Error Capital Asset Pricing Model: Empirical Evidence from Thai Stock Market |
scientific article; zbMATH DE number 6987163 |
Statements
Assessing Sectoral Risk Through Skew-Error Capital Asset Pricing Model: Empirical Evidence from Thai Stock Market (English)
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30 November 2018
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risk premium
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excess return
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deviance information criterion
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capital asset price model
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skewness parameter
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