An R Package for Factor Model Asset Pricing. Functions for evaluating and testing asset pricing models, including estimation and testing of factor risk premia, selection of "strong" risk factors (factors having nonzero population correlation with test asset returns), heteroskedasticity and autocorrelation robust covariance matrix estimation an
[email protected] low health (33/100) — consider alternatives
Get this data programmatically — free, no authentication.
curl https://depscope.dev/api/check/cran/intrinsicFRPFirst published · 2024-04-15 22:49:55
Last updated · 2024-04-15T20:10:02+00:00