A RetroSearch Logo

Home - News ( United States | United Kingdom | Italy | Germany ) - Football scores

Search Query:

Showing content from https://github.com/robustport/facmodTS below:

robustport/facmodTS: Time Series Factor Models

Skip to content Navigation Menu Search code, repositories, users, issues, pull requests...

Saved searches Use saved searches to filter your results more quickly

Sign up You signed in with another tab or window. Reload to refresh your session. You signed out in another tab or window. Reload to refresh your session. You switched accounts on another tab or window. Reload to refresh your session. Dismiss alert robustport/facmodTS Repository files navigation

This time series models R package is a companion, along with the PCRA package, to the book Robust Portfolio Construction and Risk Analysis by R. Douglas Martin, Thomas K. Philips,Stoyan Stoyanov, Bernd Scherer and Kirk Li, scheduled for publication by Springer in 2025.

About

Time Series Factor Models

Resources Stars Watchers Forks

You can’t perform that action at this time.

RetroSearch is an open source project built by @garambo | Open a GitHub Issue

Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo

HTML: 3.2 | Encoding: UTF-8 | Version: 0.7.4