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