Titlebook: Econometrics of Risk; Van-Nam Huynh,Vladik Kreinovich,Komsan Suriya Book 2015 Springer International Publishing Switzerland 2015 Asset Pri

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https://doi.org/10.1007/978-1-4842-1365-0first cdf is larger. In this paper, we show that in such situations of approximate stochastic dominance, we can also conclude that the first alternative is better—provided that the set of points . at which the first cdf is larger is sufficiently small.

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Asset Management for Infrastructure Systemsinally, we use the method to measures the volatility of a portfolio relative to the market, size and value premium. It should be noted that a complete study of quantile regression models with various error distributions is of great interests for applications.

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朝圣者

MOTTO

Evaluation of Portfolio Returns in Fama-French Model Using Quantile Regression Under Asymmetric Laplinally, we use the method to measures the volatility of a portfolio relative to the market, size and value premium. It should be noted that a complete study of quantile regression models with various error distributions is of great interests for applications.

Anecdote

Analysis of Branching Ratio of Telecommunication Stocks in Thailand Using Hawkes ProcessTACs branching ratio is at 55?%, meaning DTACs price change is 55?% due to internal factors and 45?% due to external. Knowing to what extent the stock price is affected by external factors can strengthen investor strategy. Stocks with a low branching ratio are more speculative than those having a high branching ratio.

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