What are the statistical properties of the error term, or e, in a regression model? How should
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What are the statistical properties of the error term, or e, in a regression model?
How should the regression coefficient β be interpreted? How should the intercept α be interpreted from both a statistical perspective and an asset pricing perspective?
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Investment Valuation And Asset Pricing Models And Methods
ISBN: 9783031167836
1st Edition
Authors: James W. Kolari, Seppo Pynnönen
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