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
/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