Explanatory variables Archives

Does there appear to be a problem with autocorrelation of the residual? Explain your answer.

Posted on February 2, 2022 by Ambrose

Description Multiple Regression For this assignment, you are required to complete Problem 64 using the appropriate Excel file templates. Once complete, post your Excel Document showing all work. 23-64) Let Yt be the sales during month t (in thousands of dollars) for a photography studio, and let Pt be the price charged for portraits during […]

Apart from beta in the Capital Asset Pricing Model, what other explanatory variables are proved to be statistically significant in predicting the required rate of return?Discuss

Posted on March 16, 2021 by Ambrose

Apart from beta in the Capital Asset Pricing Model, what other explanatory variables are proved to be statistically significant in predicting the required rate of return? What is Roll’s critique of the CAPM? You need to evaluate the relevant empirical evidence.

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Tag: Explanatory variables

Does there appear to be a problem with autocorrelation of the residual? Explain your answer.

Apart from beta in the Capital Asset Pricing Model, what other explanatory variables are proved to be statistically significant in predicting the required rate of return?Discuss