Technical Program
Paper Detail
| Paper: | SIPFEb.PA.4 | ||
| Session: | Signal and Information Processing in Finance and Economics II | ||
| Location: | Poster Area A | ||
| Session Time: | Tuesday, December 3, 16:00 - 18:00 | ||
| Presentation: | Poster | ||
| Symposium: | Signal and Information Processing in Finance and Economics | ||
| Paper Title: | Multifactor Systematic Risk Analysis Based On Piecewise Mean Reverting Model | ||
| Authors: | Luan Vo; Ryerson University | ||
| Xiao-Ping Zhang; Ryerson University | |||
| Fang Wang; Wilfrid Laurier University | |||