Robust Regression And Sensitivity Analysis in Estimating Mutual Funds Performanc
Robust Regression And Sensitivity Analysis in Estimating Mutual Funds Performanc
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In our eReader you can find the full English version of the book. Read Robust Regression And Sensitivity Analysis in Estimating Mutual Funds Performanc Online - link to read the book on full screen. Our eReader also allows you to upload and read Pdf, Txt, ePub and fb2 books. In the Mini eReder on the page below you can quickly view all pages of the book - Read Book Robust Regression And Sensitivity Analysis in Estimating Mutual Funds Performanc
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To quickly assess the difficulty of the text, read a short excerpt:
= . 01U5O5 3A7 =, 353379 R = . 025 WSSii = . 01£*505 '.. 'SA? = . 35^370 COEFS RETA CHEF P7in;?
A -0. 01213 -0. 0 03931 0.
3 0. 930242 0. 51G825 3.
C = 9 SSR = . 01ii505 ZM. = . 359S79 ;^ = . 1 '. ;SSr{ = . 014505 '/sap. = . 359a71 C = U SSR = . 014505 SA-? = . 359379 :i ' . 2 ;;sr, .^ = . 014505 \!sm. = . 359379 C = 2. 33333 SSR = . 014602 SAR = . 35C3G8 R » . 3 USSR = . 012024 Wf. A ^ = . 341831 C = 1. 5 SSR = . 014714 . 9AR = . 35349G R = . 4 ;;SSR = . 00038 l/SAR = . 31751 Table 6 (Cont'd. ...) -33- HUBCR Tnf¥X. OF COEFFICIENTS 1 TO 1 . > 3. ?
o oae 049 e. Ee 98e lee Table 7 - Ruber Trace for Fund 218 -34- 6. Least Absolute Residuals Regression Results^ The results of the LAR regression are shovm on Table 8. Results are also summarized in Table 9, where they are compared to the least square regression results. The most important results are the change of sign of the a for the two funds 206 and 218. For the fund 206 - "Istel Fund Inc", ci changed from . 01545(the LS) to -. 00198 (LAR).
What to read after Robust Regression And Sensitivity Analysis in Estimating Mutual Funds Performanc?
You can find similar books in the "Read Also" column, or choose other free books by Oded Berman to read onlineMoreLess
To quickly assess the difficulty of the text, read a short excerpt:
= . 01U5O5 3A7 =, 353379 R = . 025 WSSii = . 01£*505 '.. 'SA? = . 35^370 COEFS RETA CHEF P7in;?
A -0. 01213 -0. 0 03931 0.
3 0. 930242 0. 51G825 3.
C = 9 SSR = . 01ii505 ZM. = . 359S79 ;^ = . 1 '. ;SSr{ = . 014505 '/sap. = . 359a71 C = U SSR = . 014505 SA-? = . 359379 :i ' . 2 ;;sr, .^ = . 014505 \!sm. = . 359379 C = 2. 33333 SSR = . 014602 SAR = . 35C3G8 R » . 3 USSR = . 012024 Wf. A ^ = . 341831 C = 1. 5 SSR = . 014714 . 9AR = . 35349G R = . 4 ;;SSR = . 00038 l/SAR = . 31751 Table 6 (Cont'd. ...) -33- HUBCR Tnf¥X. OF COEFFICIENTS 1 TO 1 . > 3. ?
o oae 049 e. Ee 98e lee Table 7 - Ruber Trace for Fund 218 -34- 6. Least Absolute Residuals Regression Results^ The results of the LAR regression are shovm on Table 8. Results are also summarized in Table 9, where they are compared to the least square regression results. The most important results are the change of sign of the a for the two funds 206 and 218. For the fund 206 - "Istel Fund Inc", ci changed from . 01545(the LS) to -. 00198 (LAR).
What to read after Robust Regression And Sensitivity Analysis in Estimating Mutual Funds Performanc?
You can find similar books in the "Read Also" column, or choose other free books by Oded Berman to read onlineMoreLess
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