Christopher G Green

Independent

No Address Available

SCHOLARLY PAPERS

3

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180

CITATIONS
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Top 85,517

in Total Papers Citations

0

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

Scholarly Papers (3)

1.

The Univariate t-Distribution Information Matrix

Number of pages: 8 Posted: 15 Dec 2017
Shengyu Zhang and Christopher G Green
HomeStreet Bank and Independent
Downloads 0 (542,448)

Abstract:

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t-Distribution, Information Matrix

2.

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 (270,398)

Abstract:

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

3.

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 (262,673)

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Empirical asset pricing, robust statistics, Fama-French 1992