Copula-Based Fama-French 3-Factor Model

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Copula-Based Fama-French 3-Factor Model

Copula-Based Fama-French 3-Factor Model

  • 0 Rating
  • 0 Reviews
  • 1 Students Enrolled
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Courselet Content

1 components
Copula-Based Fama-French 3-Factor Model (pdf)
578.22 K

Requirements

  • Multivariate Statistics

General Overview

Description

A presentation on Copula-Based Fama-French 3-Factor Model

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Meet the instructors !

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About the Instructor

Research Interest

  • Risk Models
  • Machine Learning
  • Text Mining
  • NFTs, blockchain, Crypto Currencies

 

Publications

K-expectile clustering (with Wolfgang Karl Härdle and Yingxing Li)

Tail Event Driven Factor Augmented Dynamic Model (with Weining Wang)

 

Work in Progress

The DAI - Digital Art Index  (with Min-Bin Lin, Wolfgang Karl Härdle, Christian Hafner, Artnet)

Understanding NFTs (with Min-Bin Lin, Bruno Spilak)

VizTech & CryptoPunks (with Min-Bin Lin, Wolfgang Karl Härdle)