Rolling-window beta estimation using monthly returns in R-code
I am trying to estimate market betas for each mutual fund (grsp_id) for each month by using 36-months of past data. I used this tutorial https://www.tidy-finance.org/r/beta-estimation.html#rolling-window-estimation
Rolling-window beta estimation using monthly returns
I am trying to estimate market betas for each mutual fund (grsp_id) for each month by using 36-months of past data. I used this tutorial https://www.tidy-finance.org/r/beta-estimation.html#rolling-window-estimation