Christopher G Green

Independent

No Address Available

SCHOLARLY PAPERS

3

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CITATIONS
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Top 86,258

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0

Ideas:
“  http://christopherggreen.github.io/  ”

Scholarly Papers (3)

1.

Robust Detection of Multivariate Outliers in Asset Returns and Risk Factors Data

Number of pages: 35 Posted: 02 Oct 2017
Christopher G Green and R. Douglas Martin
Independent and University of Washington Applied Mathematics and Statistics
Downloads 0 (297,746)

Abstract:

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outlier detection, Mahalanobis distances, robust statistics, factor models, Winsorization

2.

Fama-French 1992 Redux with Robust Statistics

Number of pages: 103 Posted: 05 May 2017
Christopher G Green and R. Douglas Martin
Independent and University of Washington Applied Mathematics and Statistics
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Empirical asset pricing, robust statistics, Fama-French 1992

3.

The Univariate T-Distribution Information Matrix

Number of pages: 8
Shengyu Zhang and Christopher G Green
HomeStreet Bank and Independent
Downloads 0

Abstract:

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T-distribution, information matrix