Christopher G Green

Independent

No Address Available

SCHOLARLY PAPERS

2

DOWNLOADS

84

CITATIONS

0

Scholarly Papers (2)

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
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Abstract:

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
Downloads 0 (305,615)

Abstract:

Empirical asset pricing, robust statistics, Fama-French 1992