Copula-Based Fama-French 3-Factor Model (pdf)
Copula-Based Fama-French 3-Factor Model
|
Copula-Based Fama-French 3-Factor Model (pdf)
|
578.22 K |
A presentation on Copula-Based Fama-French 3-Factor Model
K-expectile clustering (with Wolfgang Karl Härdle and Yingxing Li)
Tail Event Driven Factor Augmented Dynamic Model (with Weining Wang)
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)