"Pricing Assets with Higher Co-moments and Value-at-Risk by Quantile ..."

Toan Luu Duc Huynh, Sang Phu Nguyen, Duy Duong (2018)

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DOI: 10.1007/978-3-319-73150-6_70

access: closed

type: Conference or Workshop Paper

metadata version: 2019-10-19

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  - conf/econvn/HuynhND18
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Toan Luu Duc Huynh, Sang Phu Nguyen, Duy Duong:
Pricing Assets with Higher Co-moments and Value-at-Risk by Quantile Regression Approach: Evidence from Vietnam Stock Market. ECONVN 2018: 953-986

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