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Reverse Engineering the Model

Posted: Mon Sep 03, 2018 4:06 am
by pirateRoberts
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.