我有一篇要用R语言计算的论文要写...
不知怎么写...
急求会R语言的高手帮助...
具体要求:
Download data for the last five years (subject to availability) for BP (British Petrol) stock. It is up to you how you download this data (but please note the source and mention it in your assignment). Download data for the same period for FTSE all shares (^FTAS) as well as the gilts index BG06.L. Using the last two as proxies for the overall market return and the risk-free return, calculate the appropriate continuously compounded (logarithmic) returns.
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
如果有哪位高手会的请与我联络..
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E-MAIL:chanelju@yahoo.cn
重酬...谢谢..
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