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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 ## Deliverables 1) All deliverables will be considered "work made for hire" under U.S. Copyright law. Employer will receive exclusive and complete copyrights to all work purchased. (No 3rd party components unless all copyright ramifications are explained AND AGREED TO by the employer on the site per the worker's Worker Legal Agreement). ## Platform Eviews Word
Project ID: 3639044

About the project

Remote project
Active 14 yrs ago

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About the client

Flag of GERMANY
Germany
5.0
3
Member since Aug 10, 2010

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