Eviews regression using financial asset pricing models
$495-500 USD
Closed
Posted almost 14 years ago
$495-500 USD
Paid on delivery
Hello.
Using CAPM model, APT including GDP data, and Fama French three factor model in eviews and run the regressions.
I provide data from the german stock market for a given time horizon.
Form different protfolios.
You need to check the data for stationarity, and cointegration by running informal and formal tests like adf.
test residuals for stationarity, cointegration
test the variables parability 5% hypothesis test
write a report about the methodology you used and explain which model performed is most accurate and explain why.
Cheers
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## Platform
Eviews
Word