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|Title:||Assessing sectoral risk through skew-error capital asset pricing model: Empirical evidence from Thai stock market|
|Authors:||Choy, Sai Tsang Boris|
|Citation:||Assessing sectoral risk through skew-error capital asset pricing model: Empirical evidence from Thai stock market, Studies in Computational Intelligence, vol.583, N/A, 2015,pp 435-447|
|Disclaimer:||This work has been made available to the staff and students of the University of Sydney for the purposes of research and study only. It constitutes material that is held by the University for the purposes of reporting for HERDC and the ERA. This work may not be downloaded, copied and distributed to any third party .|
|Type:||C1 - Refereed Journal articles|
|Appears in Collections:||University of Sydney Research Outputs|
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