Financial Econometric

$10-30 USD

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10 yıldan fazla önce

$10-30 USD

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I want this project to be done in R code software ( statistical programming) .please you must be familiar with the R code software 1. provide the appropriate time series regression tests for the CAPM. 2. Estimate the Single Index model for your stock and discuss the differences to the CAPM estimates. 3. Provide a rolling analysis of the time series CAPM regression. Select appropriate window and briefly justify your choice. Draw appropriate conclusions from your analysis 4. you must be familiar with any of the programming language, C++ or C programming , i must be notify of the language you need to use for this work 5 i have attached the work and the csv files( the csv file are FTSE100 INDEX OF DIAGEO, (^FTAS), “IGLT.L”.) PLEASE read the file called work and understand what to do with the .CSV files.

Proje No: 5460868

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@raiseq

1. R code will be used for regression tests for the CAPM 2. Single Index model for single stock 3. Rolling analysis with appropriate window and brief justification of my choice. 4. ONLY Code and a 400 words for explaining the code Will be completed on 25th night. thanks,

$77 USD 6 gün içinde