Fama-MacBeth regression explained: calculating risk premia (Excel)
14:36
Gravity model of trade explained (Excel)
13:39
Fama Macbeth Regression in R
19:58
Fama-French three-factor model: Size and value factors (Excel)
18:23
Vector autoregression: forecasting and trading applications (Excel)
21:08
Fama Macbeth Regression in Stata
22:22
Post-modern portfolio theory explained: Sortino ratio and volatility skewness (Excel)
10:13
Intervalling effect explained: Bias in beta measurement (Excel)
19:03