Reverse Engineering the Model
Posted: Mon Sep 03, 2018 4:06 am
Can someone please help me revers engineer the regression model.
I would like to replicate a method of performance persistence to basically see how my data differs:
What I don't know is how to use the equation to get the same results as in the attached file.
Do., Faff R., Veeraraghavanc M. (2010) "Performance persistence in hedge funds: Australian evidence" Int. Fin. Markets, Inst. and Money 20 (2010) 346–362
Please see attached file with explanation and screenshots.
I would like to replicate a method of performance persistence to basically see how my data differs:
What I don't know is how to use the equation to get the same results as in the attached file.
Do., Faff R., Veeraraghavanc M. (2010) "Performance persistence in hedge funds: Australian evidence" Int. Fin. Markets, Inst. and Money 20 (2010) 346–362
Please see attached file with explanation and screenshots.