[R] looking for functions that can test/estimate CAMPM, APT, Fama's factor model, etc.

2006-11-12 Thread Michael
Hi all, I am also looking for interesting statistical experiments about testing and estimating CAPM, APT, Fama models, etc. using R using financial series data... please give me some pointers... I have been searching the R archives for the past a few hours and I vaguely got to know that there are

Re: [R] looking for functions that can test/estimate CAMPM, APT, Fama's factor model, etc.

2006-11-12 Thread Leeds, Mark \(IED\)
/estimate CAMPM, APT,Fama's factor model, etc. Hi all, I am also looking for interesting statistical experiments about testing and estimating CAPM, APT, Fama models, etc. using R using financial series data... please give me some pointers... I have been searching the R archives for the past a few hours