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. In Ly Hoang Anh, Le Si Dong, Vladik Kreinovich, Nguyen Ngoc Thach, editors, Econometrics for Financial Applications, ECONVN 2018, International Econometric Conference of Vietnam, Ho Chi Minh, Vietnam, 15-16 January, 2018. Volume 760 of Studies in Computational Intelligence, pages 953-986, Springer, 2018. [doi]
Abstract is missing.