Impacts of Time Aggregation on Beta Value and <i>R</i><sup>2</sup> Estimations Under Additive and Multiplicative Assumptions: Theoretical Results and Empirical Evidence (Q5139556)
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scientific article; zbMATH DE number 7283326
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impacts of Time Aggregation on Beta Value and <i>R</i><sup>2</sup> Estimations Under Additive and Multiplicative Assumptions: Theoretical Results and Empirical Evidence |
scientific article; zbMATH DE number 7283326 |
Statements
Impacts of Time Aggregation on Beta Value and <i>R</i><sup>2</sup> Estimations Under Additive and Multiplicative Assumptions: Theoretical Results and Empirical Evidence (English)
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9 December 2020
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temporal aggregation
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additive and multiplicative rates of return
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random coefficient model
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coefficient determination
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estimation stability
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