Testing the CAPM
Posted: Sun Sep 26, 2010 11:16 pm
Sorry for such an ignorant question, but it's been awhile since I used Eviews and I cannot remember how to test the CAPM
I currently have the Average Equal Weighted Monthly Returns(called "AEWMR") and the Rm-Rf(Called "IEMR" )Proxy data for the same time period. How would I go about using these two to make the CAPM?
I currently have the Average Equal Weighted Monthly Returns(called "AEWMR") and the Rm-Rf(Called "IEMR" )Proxy data for the same time period. How would I go about using these two to make the CAPM?