1 research outputs found
Robust Detection of Multivariate Outliers in Asset Returns and Risk Factors Data
- Author
- A Sas Program To Replicate The Fama
- Andrea Cerioli
- Andrea Cerioli
- Andreas Buja
- Barbara Mariner-Volpe
- Bernd Scherer
- Christophe Croux
- Christopher G Green
- Christopher G Green
- Clifford S Asness
- Compustat
- Crsp Crsp/
- D Cook
- Dianne Cook
- Diego References
- Draft Date
- Draft Date
- Draft Date
- Draft Date
- Erich Neuwirth
- Eugene F Fama
- Eugene F Fama
- Floyd Norris
- G Christopher
- George Chow
- Gert Willems
- H P Lopuha�
- J Hardin
- J Peter
- J Peter
- James Davis
- John B Guerard
- John B Guerard
- Kim Zetter
- Kris Boudt
- Luis Palacios
- M Benjamin
- M Mark
- Mark Ash
- Mark Kritzman
- Narasimhan Jegadeesh
- Peter Rousseeuw
- R
- R C Grinold
- R. Douglas Martin
- Ricardo Maronna
- U Nyse
- Valentin Todorov
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study