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Publications by Wentao Zhou
A New Fama-French 5-Factor Model Based on SSAEPD Error and GARCH-Type Volatility
Journal of Mathematical Finance
Research on the Design of Smart Paint Robot
DEStech Transactions on Materials Science and Engineering
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Comparison of CAPM, Three-Factor Fama-French Model and Five-Factor Fama-French Model for the Turkish Stock Market
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The Fama and French Five Factor Model: Evidence From an Emerging Market
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An Application of Wavelets to Finance: The Three-Factor Fama/French Model
Empirical Evidence of CAPM and Fama French 3 Factor Model at Cement Industry of DSE
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US Sector Rotation With Five-Factor Fama–French Alphas
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Improving GARCH Volatility Forecasts With Regime-Switching GARCH
Support Vector Regression Based GARCH Model With Application to Forecasting Volatility of Financial Returns
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The Conditional Relation Between Fama-French Betas and Return
SSRN Electronic Journal