Song LI

Monash Business School

900 Dandenong Road

Caulfield East, Victoria 3145

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

149

SSRN CITATIONS

11

CROSSREF CITATIONS

1

Scholarly Papers (2)

A Better Model? An Empirical Investigation of the Fama–French Five‐Factor Model in Australia

International Review of Finance, Vol. 16, Issue 4, pp. 595-638, 2016
Number of pages: 44 Posted: 07 Dec 2016
Swinburne University of Technology, Monash University, RMIT University - School of Economics, Finance and Marketing and Monash Business School
Downloads 1 (838,431)
  • Add to Cart

Abstract:

Loading...

2.

Kernel Estimation of Copula Densities and Applications

Number of pages: 72 Posted: 20 Jun 2015
Song LI and Param Silvapulle
Monash Business School and Monash University - Department of Econometrics & Business Statistics
Downloads 148 (252,159)

Abstract:

Loading...

Boundary bias, Gaussian copula kernel, Kernel selection, Bayesian bandwidth