Compute beta estimates based on monthly data using 1, 3, and 5 years of data and impose

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Compute beta estimates based on monthly data using 1, 3, and 5 years of data and impose a minimum number of observations of 10, 28, and 48 months with return data, respectively. How strongly correlated are the estimated betas?

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Tidy Finance With R

ISBN: 9781032389349

1st Edition

Authors: Christoph Scheuch, Stefan Voigt, Patrick Weiss

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Question Posted: Oct 22, 2024 10:00 AM

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Compute beta estimates based on monthly data using 1, 3, and 5 years of data and impose

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Tidy Finance With R

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