2019 FeAT Conference
*Prof. Cheng-Few Lee's short biographical note
*The 27th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management
Agenda & Regisration
***Speech Outline
***Introduction to Financial Econometrics, Mathematics, Statistics, and Machine Learning
***Sharpe Ratio under Long-Range Dependent and Heavy-Tailed Log-Returns Obeying AR-GARCH Process: Theory and Empirical Evidence