Christopher G Green

Independent

SCHOLARLY PAPERS

3

DOWNLOADS
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Top 136,013

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499

SSRN CITATIONS
Rank 161,026

SSRN RANKINGS

Top 161,026

in Total Papers Citations

1

CROSSREF CITATIONS

1

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

Scholarly Papers (3)

1.

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
Downloads 264 (212,529)

Abstract:

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Empirical asset pricing, robust statistics, Fama-French 1992

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
Downloads 194 (284,788)
Citation 1

Abstract:

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

3.

The Univariate t-Distribution Information Matrix

Number of pages: 8 Posted: 15 Dec 2017
Shengyu Zhang and Christopher G Green
The Boeing Company - Boeing Employee Credit Union and Independent
Downloads 41 (764,776)
Citation 2

Abstract:

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t-Distribution, Information Matrix