search for: campm

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2006 Nov 12
2
looking for functions that can test/estimate CAMPM, APT, Fama's factor model, etc.
Hi all, I am also looking for interesting statistical experiments about testing and estimating CAPM, APT, Fama models, etc. using R using financial series data... please give me some pointers... I have been searching the R archives for the past a few hours and I vaguely got to know that there are programs do these interesting statistical things, but I just could not find where are they... I have