You fit a CAPM that regresses the excess return of Coca-cola on the excess market return using 20 years of monthly data. You estimate ∝=0,72, β=1,37, S2=20,38, σ2X=19,82 and μx=0,71. What are the standar errors of ∝ and β ?
You fit a CAPM that regresses the excess return of Coca-cola on the excess market return using 20 years of monthly data. You estimate ∝=0,72, β=1,37, S2=20,38, σ2X=19,82 and μx=0,71. What are the standar errors of ∝ and β ?
Chapter6: Exponential And Logarithmic Functions
Section6.8: Fitting Exponential Models To Data
Problem 1TI: Table 2 shows a recent graduate’s credit card balance each month after graduation. a. Use...
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You fit a CAPM that regresses the excess return of Coca-cola on the excess market return using 20 years of monthly data. You estimate ∝=0,72, β=1,37, S2=20,38, σ2X=19,82 and μx=0,71.
What are the standar errors of ∝ and β ?
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