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An R package for Factor Model Asset Pricing
HTML 8 5
Estimation and inference for factor models in Asset Pricing.
C++ 1 1
a bunch of shiny apps
R
RcppArmadillo based Reproduction of key parts of "Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets"
C++ 1
UNISG PhD course "Resampling methods and forecasting" final presentation.
Measure theoretic probability notes
TeX
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