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by panos_rap
Thu May 23, 2019 3:20 pm
Forum: Estimation
Topic: Stability Coefficients
Replies: 0
Views: 795

Stability Coefficients

Hello, Im trying to wright my thesis "Stability of Beta for stocks and portfolios" i estimate beta coefficient by Market Model (CAPM) Ri = Rf+beta(Rm-Rf) I run this regression and i estimate beta and i want to check the stability in time from 2000 until 2018 i have daily obsarvations of re...

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