Nuttanan Wichitaksorn, S. T. Boris Choy. Assessing Sectoral Risk Through Skew-Error Capital Asset Pricing Model: Empirical Evidence from Thai Stock Market. In Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, Komsan Suriya, editors, Econometrics of Risk. Volume 583 of Studies in Computational Intelligence, pages 435-447, Springer, 2015. [doi]
Abstract is missing.