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如今国内外学术界基于最小二乘回归(OLS回归)对资产的定价已经有了比较系统的研究,本文从另一个角度即分位数回归角度对资产定价的几个模型进行简单的比较分析,以试图挖掘出一些结论。
Nowadays, the pricing of assets has been systematically studied based on least-squares regression (OLS regression) by domestic and foreign academic circles. This paper simply compares and analyzes several models of asset pricing from another point of view, In an attempt to dig some conclusions.