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Initial implementation of the CARIMA model based on the Fama French factors model from https://www.uni-augsburg.de/de/fakultaet/wiwi/prof/bwl/wilkens/sustainable-finance/downloads/ and https://docpl…
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This is very helpful and easy to use – thank you!
I was wondering whether you could add the option of using the Carhart Four-Factor Model to modelise the returns. This is essentially the Fama-Frenc…
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Requirement already satisfied: linearmodels in d:\python\lib\site-packages (4.13)
Collecting linearmodels
Using cached linearmodels-4.24.tar.gz (1.8 MB)
Installing build dependencies ... done
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I had a look the [source code of`ffind`](https://sites.google.com/site/judsoncaskey/data) comand. And the behavior of `ffind` has a minor difference from [FF48 industry from French data library](https…
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Hello all,
I am getting above error mesage for a specific event in my analysis report when performing a market model eventstudy. When I choose the same dataset but perform a 3f fama french event s…
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Hi! First of all, thank you for making your package available!
I am using the `factorDataSetDjia5Yrs` data set you shared to fit some fundamental factors models with `fitFfm()` and I'd like to ask …
vi-to updated
3 years ago
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anbei das Arbeitsdokument: [master.pdf](https://github.com/Stonks2Moon/Simulation/files/6036505/master.pdf)
Folgende **Fragen** gibt es zu klären:
* Wie umfangreich ist die betrachtete Unternehm…
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Is there a way to add an image to my mail body (I only need that for the outlook method and I am using Windows)?
I used `html = TRUE` and added a img-Tag with src and alt but it gave me the error mes…
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https://quantpedia.com/Screener/Details/136
-uses regression model which is calculated every month for all eligible stocks using the Fama and French three factors as independent variables.
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# Version
2.35
# TeX Engine
XeLaTeX
# Regression
# Description
I found missing curly brackets in the style file (line number 5765; p. 266 in the package document).
The ori…