| beta_estimation |
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- Classification:Applications - Finance-Stock software system
- Development Tool:matlab
- Sise:2.00 KB
- Upload time:2012/6/15 15:01:33
- Uploader:aminco
- Download Statistics:
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| Description |
Implements Maximum likelihood estimation of beta and other parameters for model of stock portfolio vs. Index using kalman filter
File list:
beta_estimation.m
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| Related source code |
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