65题重难点回顾-定量分析讲义.pdfVIP

Econometrics 29. John Niu, FRM, currently works as equity analyst in Golden Finance. He develops a regression model to attribute returns on an equity fund to the market return factor. The regression results are shown as follows: Y = 饊亸饊亸 + 饊亸饊亸 脳 R + 饊€攫€€ 0 1 饊仛饊仛 Coefficient Standard Error t-Statistic b 0.2258 0.0346 6.5260