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by Rahaan
Mon Jul 24, 2017 12:05 pm
Forum: Add-in Support
Topic: Fama French Regression.
Replies: 0
Views: 2231

Fama French Regression.

I'm trying to figure out how to perform CAPM, the fama french 3 Factors and 5 Factors and the Carhart 4 factors regressions in Eviews. I downloaded all the data from French's website. The 3 Factors data, 5 factors data and the monthly return on 25 portfolios sorted on size and Book-to-Market-Value. ...

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