scientific article; zbMATH DE number 7255561

zbMath1463.35292MaRDI QIDQ5125144

Woraphon Yamaka, Songsak Sriboonchitta, Pichayakone Rakpho

Publication date: 5 October 2020

Full work available at URL: http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/3868

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

CAPM modelstock exchange of ThailandMarkov regime-switching quantile regression models

Mathematics Subject Classification ID

Heat equation (35K05) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• Regression Quantiles
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Bayesian variable selection and estimation in maximum entropy quantile regression
• Unnamed Item
• Unnamed Item

This page was built for publication: