Suppose you are given a panel of historical return data for t=1,. . . ,T on a set of as-
sets, rit,with i = 1,. . . ,N and a market index, rmt. The returns of the assets and the market
index satisfy the following system of equations, where uit and vmt are independent Gaussian
rit = irmt + ϕiri;t
4 freelancers están ofertando el promedio de $84 para este trabajo
Wonderful project! We are pro in Matlab. We are masters of mathematics and control engineering. So we will complete your project in time. Thanks a lot.