Estimate a static linear regression of the monthly return series using equation
Estimate a monthly return series for your chosen stock (R_(i,t)), the risk-free asset (r_(f )), the market portfolio. Due to the desirable properties of logarithm transformation, the following log-return formula is to be used for calculating the return series: R_t=ln(P_t/P_(t-1) ) ×100 where, Rt is the return on asset i at time t, P_t is […]