Forecasting Risk and Returns: CAPM Model with Belief Functions

Author:

Piamsuwannakit Sutthiporn,Sriboonchitta Songsak

Publisher

Springer International Publishing

Reference22 articles.

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2. Autchariyapanitkul, K., Chanaim, S., Sriboonchitta S., Denoeux, T.: Predicting stock returns in the capital asset pricing model using quantile regression and belief functions. In: Proceedings of the 3rd International Conference on Belief Functions (BELIEF 2014). Oxford, Springer (2014)

3. Ben Abdallah, N., Mouhous-Voyneau, N., Denoeux, T.: Combining statistical and expert evidence using belief functions: Application to centennial sea level estimation taking into account climate change. Int. J. Approx. Reason. 55(1), 341–354 (2014)

4. Carranza, E.J.M., Woldai, T., Chikambwe, E.M.: Application of data-driven evidential belief functions to prospectivity mapping for aquamarine-bearing pegmatites, Lundazi district Zambia. Nat. Resour. Res. 14(1), 47–63 (2005)

5. Chang, E.C., Cheng, J.W., Khorna, A.: (2005) An examination of Herd behavior in equity markets: an international perspective? J. Bank. Financ. 24, 1651–1679 (2000)

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