ANALYSIS OF LOW VOLATILITY ANOMALY: EMPIRICAL STUDIES AND APPLICATION OF BAYESIAN SHRINKAGE METHOD

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Bibliographic Details
Main Author:	QIAN WEI
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203312
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203312
record_format	dspace
spelling	sg-nus-scholar.10635-2033122021-10-15T01:10:58Z ANALYSIS OF LOW VOLATILITY ANOMALY: EMPIRICAL STUDIES AND APPLICATION OF BAYESIAN SHRINKAGE METHOD QIAN WEI MATHEMATICS NG WEE SENG Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-15T00:52:27Z 2021-10-15T00:52:27Z 2013 QIAN WEI (2013). ANALYSIS OF LOW VOLATILITY ANOMALY: EMPIRICAL STUDIES AND APPLICATION OF BAYESIAN SHRINKAGE METHOD. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203312
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
description	Bachelor's
author2	MATHEMATICS
author_facet	MATHEMATICS QIAN WEI
author	QIAN WEI
spellingShingle	QIAN WEI ANALYSIS OF LOW VOLATILITY ANOMALY: EMPIRICAL STUDIES AND APPLICATION OF BAYESIAN SHRINKAGE METHOD
author_sort	QIAN WEI
title	ANALYSIS OF LOW VOLATILITY ANOMALY: EMPIRICAL STUDIES AND APPLICATION OF BAYESIAN SHRINKAGE METHOD
title_short	ANALYSIS OF LOW VOLATILITY ANOMALY: EMPIRICAL STUDIES AND APPLICATION OF BAYESIAN SHRINKAGE METHOD
title_full	ANALYSIS OF LOW VOLATILITY ANOMALY: EMPIRICAL STUDIES AND APPLICATION OF BAYESIAN SHRINKAGE METHOD
title_fullStr	ANALYSIS OF LOW VOLATILITY ANOMALY: EMPIRICAL STUDIES AND APPLICATION OF BAYESIAN SHRINKAGE METHOD
title_full_unstemmed	ANALYSIS OF LOW VOLATILITY ANOMALY: EMPIRICAL STUDIES AND APPLICATION OF BAYESIAN SHRINKAGE METHOD
title_sort	analysis of low volatility anomaly: empirical studies and application of bayesian shrinkage method
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203312
_version_	1715201256496037888

ANALYSIS OF LOW VOLATILITY ANOMALY: EMPIRICAL STUDIES AND APPLICATION OF BAYESIAN SHRINKAGE METHOD

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