├── README.md ├── Week 1 ├── EM_1_PDF.Rmd ├── EM_1_PDF.pdf ├── F-F_Research_Data_5_Factors_2x3.CSV ├── HW 1.pdf ├── HW1_EM.pdf ├── Lecture1.pdf ├── Lecture2.pdf ├── Lecture3.pdf ├── Lecture4.pdf ├── Note on asymptotic standard errors.pdf ├── Untitled.R ├── Week1_Readings.pdf └── empirical_HW1.R ├── week10 ├── Lecture13.pdf ├── LectureLast (1).pdf └── LectureLast.pdf ├── week2 ├── EMHW2.Rmd ├── EMHW2_YiTao_Hu.Rmd ├── EMHW2_YiTao_Hu.pdf ├── HW 2.pdf ├── HW1_Solutions.pdf ├── HW2 solutions.pdf ├── Lecture5.pdf └── PPIFGS.xls ├── week3 ├── EMHW3_YiTao_Hu.Rmd ├── EMHW3_YiTao_Hu.pdf ├── EM_3.pdf ├── HW 3.pdf └── Lecture6.pdf ├── week4 ├── AAAFFM.csv ├── BAAFFM.csv ├── EMHW4.Rmd ├── EMHW4.pdf ├── EMHW4YiTao_Hu.Rmd ├── EMHW4YiTao_Hu.pdf ├── HW 4.pdf ├── HW3_Solution.pdf ├── HW4data.csv ├── Lecture6.pdf ├── Mkt.csv ├── fredgraph.csv └── t_bill_yield.csv ├── week5 ├── EMHW5_YiTao_Hu.Rmd ├── EMHW5_YiTao_Hu.pdf ├── EM_5.pdf ├── HW 5.pdf ├── Lecture7.pdf └── MktRet_DP_TermSpread.xlsx ├── week6 ├── F-F_Research_Data_5_Factors_2x3.CSV ├── F-F_Research_Data_5_Factors_2x3_daily.CSV ├── HW 6.pdf ├── Lecture8.pdf └── Untitled.Rmd ├── week7 └── Lecture9.pdf ├── week8 ├── 25_Portfolios_5x5.CSV ├── 25_Portfolios_5x5_CSV.zip ├── 48_Industry_Portfolios.CSV ├── 48_Industry_Portfolios_CSV.zip ├── F-F_Research_Data_Factors.CSV ├── F-F_Research_Data_Factors_CSV.zip ├── HW 7.pdf ├── Lecture10.pdf ├── Lecture11.pdf ├── PCA_YiTao_HU.Rmd └── PCA_YiTao_HU.pdf └── week9 ├── Factor_Models_YiTao_Hu.Rmd ├── Factor_Models_YiTao_Hu.pdf ├── HW 8.pdf └── Lecture12.pdf /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yitaohu88/Empirical-Method-in-Finance/HEAD/README.md -------------------------------------------------------------------------------- /Week 1/EM_1_PDF.Rmd: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yitaohu88/Empirical-Method-in-Finance/HEAD/Week 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