Estimating efficiency of stock return with interval data

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DC Field	Value	Language
dc.contributor.author	Phachongchit Tibprasorn	en_US
dc.contributor.author	Chatchai Khiewngamdee	en_US
dc.contributor.author	Woraphon Yamaka	en_US
dc.contributor.author	Songsak Sriboonchitta	en_US
dc.date.accessioned	2018-09-05T03:35:07Z	-
dc.date.available	2018-09-05T03:35:07Z	-
dc.date.issued	2017-02-01	en_US
dc.identifier.issn	1860949X	en_US
dc.identifier.other	2-s2.0-85012906531	en_US
dc.identifier.other	10.1007/978-3-319-50742-2_41	en_US
dc.identifier.uri	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012906531&origin=inward	en_US
dc.identifier.uri	http://cmuir.cmu.ac.th/jspui/handle/6653943832/57109	-
dc.description.abstract	© Springer International Publishing AG 2017. Existing studies on capital asset pricing model (CAPM) have basically focused on point data which may not concern about the variability and uncertainty in the data. Hence, this paper suggests the approach that gains more efficiency, that is, the interval data in CAPM analysis. The interval data is applied to the copula-based stochastic frontier model to obtain the return efficiency. This approach has proved its efficiency through application in three stock prices: Apple, Facebook and Google.	en_US
dc.subject	Computer Science	en_US
dc.title	Estimating efficiency of stock return with interval data	en_US
dc.type	Book Series	en_US
article.title.sourcetitle	Studies in Computational Intelligence	en_US
article.volume	692	en_US
article.stream.affiliations	Chiang Mai University	en_US
Appears in Collections:	CMUL: Journal Articles

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